Krishna has appeared just to attract our hearts and mind to Him, and to the spiritual world. He is coming to invite the conditioned soul to return to the spiritual world. That is the benefit of hearing such topics as Vyasa has placed here in Bhagavatam.
Now, what is the material circumstance of life? It is not attraction to Krishna. In his purport to Srimad Bhagavatam 1.11.35, Srila Prabhupada calls it a sad experience: “Service is pervertedly represented in the material world and broken untimely, resulting in sad experience.” Krishna is inviting us into His transcendental loving service. Minus that devotional service mood, the default position is this sad experience. We are serving nonetheless, because that is our constitutional position, but we are serving the masters of lust, anger, and greed, and are getting carried away by the material circumstances of life. So, misplaced service propensity results in a sad experience. Krishna knows it, and hence He comes to attract us and invite us to a place where there is perpetual happiness.
From a lecture by HH Romapada Swami on ‘Srimad Bhagavatam 1.11.35-38’, India, Oct-Nov 2008