When Lord Hari incarnates on earth He comes with His close associates only. These associates due to material nature forget their real identity because He desires so, despite the fact that they are eternally liberated souls…still they take birth here and live like other ordinary people until they wake up and become twice born and realize who they really are and why they are in this material world…when they understand fully that they are close associates of Lord and are here with Him then they look back at there lives which was like those of conditioned souls full of misery and pain…why do they suffer like others when they have came from Vaikuntha? Why doesn't the Lord treat them like special and beloved souls, which they are in reality? Why does He let's His maya control them?
Hare Krsna.
-Gopalapriya das