It is part of the message of Zarathustra to preach the importance of the body, otherwise the idea of individuation, as he preaches it in that chapter, implies the body.

You cannot individuate if you are a spirit; moreover, you don’t even know how spirit feels because you are in the body.

So if you speak of individuation at all, it necessarily means the individuation of beings who are in the flesh, in the living body.

It is of course meant to become a reality, or it would remain only a good idea in the mind—one would be individuated because one had such an idea in one’s head.

People ordinarily think that a right thought must be throughout, not realizing that it is only a very small noise

in the attic, and the rest of the house is as it always was, nothing having happened at all.

It is just an illusion when you think the right thought in your head means a reality; it is a reality as far as a thought reality reaches; the thought itself is real, but it has not become a reality in space.

It has not been expressed by the whole of you.

So Zarathustra has the right idea no doubt; he includes the body in the process of individuation, and he emphasizes it because without the body there would only be a disincarnated spirit. Carl Jung, Zarathustra Seminar, Page 202