Back then, being mistakenly buried alive by bumbling, impatient undertakers was a legitimate concern, so it could be that Chopin just wanted to make one billion percent certain he was dead before anyone tried stuffing him into the ground. Any possible secret motives notwithstanding, what he told his sister was that he wanted a piece of him to be carried back to his home of Warsaw, Poland to be buried, since by that time, he was far too ill to make the journey himself, and nobody wants to ship a whole dead guy all the way from France to Poland.
So once Chopin finally passed beyond our realm, his sister did as he bade and had her brother's heart removed and dropped into a vial of Cognac to be smuggled into Poland. However, rather than carry out the least-insane portion of his request, she chose not to bury it, but to enshrine it in the Holy Cross Church, where it sat for decades as a symbol of Polish pride ... until the Nazis showed up and ruined everything (as they do).
"Be cool, Poland. We're sure this won't escalate any further."
Chopin had been targeted by the Third Reich's campaign of historical obliteration -- all of his music was outlawed, and any statues or images of him were destroyed. Fearful that the Nazis would destroy Chopin's heart (which they absolutely would have), a sympathetic German priest named Schulze offered to take it away from the war zone. The Polish priests accepted the kind proposal and entrusted the heart to Schulze ... who immediately turned it over to the Nazis, with whom he shared a rousing chorus of treacherous German laughter.