no concern of mine; nothing to do with me
A set phrase expressing complete indifference or detachment, often with a nuance of aloofness. The final 焉 is a classical sentence-ending particle that adds a literary or emphatic tone.
See also: 我関せず
He always has an attitude of 'it's no concern of mine' and is indifferent to the problems around him.
Even when asked for his opinion at the meeting, he remained silent as if to say it had nothing to do with him.
A set phrase combining 我 (I, me), 関せず (classical negative of 関する, 'to concern'), and the classical sentence-ending particle 焉. The exact origin is uncertain, but it is a fixed literary expression.