Material desires are an obstacle to one who wants to return to God. This is why the Lord cannot grant His devotees the material satisfactions that the worshippers of celestial beings, who live in the material universe, crave instead of serving Krishna, the Supreme Lord, with love and devotion.
People of short-sightedness worship celestial beings. The fruits of their worship are fleeting and limited. Those who devote themselves to celestial beings attain their planets, while Krishna's devotees attain His supreme planet.
One who worships the celestial being of the Sun will go to the Sun, one who prays to the celestial being of the Moon will go to the Moon, and one who worships Indra the king of the heavens will go to his planet, but it is never by worshipping any of the celestial beings that one will attain God, the Supreme Personality of Godhead. The worshippers of celestial beings reach the various planets of the material universe, while the saintly beings, the devotees of Krishna or Visnu, will go directly to the supreme planet, the abode of Godhead, in the spiritual world.
One who, in all circumstances, keeps in mind that all beings without exception, human beings or celestial beings, are an integral part of the Lord, possesses perfect knowledge. But to forget this fundamental notion and to direct one's worship to celestial beings is to limit one's journey to material planets, rather than seeking those, far away, which correspond to the ultimate destination reached by devotees, the spiritual planets.
The blessings bestowed by celestial beings can only be perishable, since everything in this world—the planets, the celestial beings, and their worshippers—is perishable. This is why the worship of celestial beings is precarious, and therefore reserved for the faint of heart. Its fruits differ in every way from those reaped by holy beings, devotees of the Lord, who immerse themselves in Krishna consciousness, in loving and devoted service to the Supreme Personality, and thus experience an eternal existence, abounding in knowledge and bliss.
The Lord is infinite, as are His grace, mercy, and the favor He shows to His pure devotees.