The term “conquer” implies effort, be it in sport or in battle. Within the context of this letter, the effort would be against the temptation to side with Jezebel. Staying away from her line of thinking (and conduct) takes effort simply because of the economic consequences that are likely to follow when you decline to participate in the traditional activities of your trade guild.
26 The one who conquers and who keeps my works until the end, to him I will give authority over the nations,