Where does the expression “to lead apes in hell” come from and What does it mean?

The expression “to lead apes in hell” was common in the times of Shakespeare and is found in The Taming of the Shrew in the lines where Katharina says to her father, “Nay, now I see she is your treasure, she must have a husband; I must dance bare-foot on her wedding day and for your love to her lead apes in hell.”

Beatrice uses the same expression in Much Ado about Nothing. Another writer of the same period gives us the meaning in the lines, “‘Tis an old proverb, and you know it well, that women dying maids lead apes in hell.”

But why spinsters were ever consigned to such an ignoble fate after death, and what was the source or the age of the proverb, were probably unknown even in Shakespeare’s days.