Kali Yuga: Benediction of Kali Yuga

Q. It is said that even demigods pray to take birth on earth in this age, to avail themselves of the benediction found within the current Golden period within Kali Yuga. [Editor's NOTE: This 'Golden Period' in Kali Yuga is due to the sankirtana movement of Sri Caitanya Mahaprabhu.] If they know that this is the best opportunity, then why do they not have tried the same process in their planet? Is it that the life being shorter here they can quickly go back home?