Why is it said that all material planets are places of suffering?

The Supreme Eternal, Krishna, explains: All the planets in the galaxy, from the most evolved to the lowest, are places of suffering, where birth and death follow one another. But for the soul who reaches my kingdom, there is no more rebirth.

All spiritualists, at one point or another, must achieve devotional perfection in devotional service if they wish to reach the absolute abode of God and never return to the material universe. Even those who reach the planets of celestial beings, inhabitants of the Edenic, paradisiacal planets, the highest material planets, remain trapped in the cycle of death and rebirth. While some ascend from Earth to the Edenic planets, such as Brahmaloka, Candraloka, or Indraloka, others degrade and leave these places of bliss to return to Earth or another similar planet.

If a being progresses in their God-consciousness during their stay on higher planets, then they will move on to increasingly more evolved planets, until, at the time of universal destruction, they find themselves transported to the eternal kingdom of God. At the moment of the annihilation of the world, Brahma, the demiurge and first created being, and those around him, all constantly absorbed in God-consciousness, each reach one of the spiritual planets according to their desires.

Why is it essential to free ourselves from material slavery?

Let us free ourselves from material slavery and, by the grace of God, attain true freedom.

All great sages have engaged in the service of the Supreme and Absolute Lord, who is beyond the three attributes and modes of influence of material nature—virtue, passion, and ignorance—to achieve the greatest benefit, to become free from material conditions themselves.

Whoever follows in their footsteps qualifies to, in turn, attain liberation from the material world. The ultimate goal of religious or spiritual practices is not to obtain some material benefit, nor to acquire the simple knowledge that allows one to distinguish the spiritual from the material. It consists of freeing oneself from material slavery and returning to an existence of pure freedom in the spiritual world, where God reigns as the Absolute Master. This is why the Lord Himself sets forth the principles and laws of religion, the purpose of which only great souls and great masters, learned in the knowledge of God and in the spiritual realm, know. The great saints, qualified agents of the Lord, all practice devotional service; thus, those who desire their own good will follow in the footsteps of these sages, for they will thus obtain the ultimate benefit.

Material slavery arises from placing oneself under the domination of matter due to the false ego (the identification of oneself with one's body, and the desire to dominate material nature).