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Pompey did die as essentially a refugee, with little means at hand. So, Seneca may be using a bit of poetic license to drive a point home. Whether Pompey was bankrupt due to having to finance the armies that were then wiped out by Caesar or he simply had no access to what fortunes he left behind - it's not like he could do a Western Union wire transfer!
He couldn't bribe his way into the Egyptian king's favour either:
Pompeyβs death itself was a sorry affair. After the catastrophic defeat to Caesar at the Battle of Pharsalus in 48 BC, he made for Egypt. The then king of Egypt, Ptolemy XIII, was persuaded by his advisor Pothinus that Pompey should be executed in order to curry favour with Caesar. In Plutarchβs vivid account of the event, Pompey sailed to shore in a tiny skiff. Just as he reached the shore, and in full view of his men and his wife Cornelia, he was murdered by those in the boat with him:
Also, an interesting read is Jacob Abbott's Julius Caesar, chapter The Flight of Pompey. It's too long to quote here, but snippets are:
He reached, at length, the Vale of Tempe, and there, exhausted with hunger, thirst, and fatigue, he sat down upon the bank of the stream to recover by a little rest strength enough for the remainder of his weary way. He wished for a drink, but he had nothing to drink from. And so the mighty potentate, whose tent was full of delicious beverages, and cups and goblets of silver and gold, extended himself down upon the sand at the margin of the river, and drank the warm water directly from the stream. [...]
At length he reached the sea-shore, and found refuge for the night in a fisherman's cabin. A small number of attendants remained with him, some of whom were slaves. These he now dismissed, directing them to return and surrender themselves to Cæsar, saying that he was a generous foe, and that they had nothing to fear from him. His other attendants he retained, and he made arrangements for a boat to take him the next day [177] along the coast. It was a river boat, and unsuited to the open sea, but it was all that he could obtain.