The supreme lord is eternally performing transcendental pastimes of ecstatic love in the spiritual realm beyond this temporary material creation. Those who misuse their free will to try to be enjoyers rather than servants remained imprisoned within the confines of material existence and must suffer birth after birth after birth. Krishna tells in Gita from the highest planet in the material world, Brahmaloka, down to the lowest, patalaloka, they are all places of suffering ā-brahma-bhuvanāl lokāḥ punar āvartino 'rjuna mām upetya tu kaunteya punar janma na vidyate. They are all places of birth and death.
