Taking the derivative of the volume formula for a sphere results in the surface area formula because the volume can be understood as the integral of the surface area of nested spherical shells. This relationship holds true for various shapes, as the volume can be derived from integrating the surface area. The discussion highlights that for a sphere, the volume is composed of infinitely thin layers, where the surface area multiplied by thickness gives the volume. The concept is illustrated through examples, including cubes and the limitations with shapes like ellipses. Understanding this relationship is essential for grasping concepts in calculus and geometry.