The intelligent person therefore makes a plan to return home, back to Godhead. Such an intelligent person surpasses all the pangs of material existence, like birth, death, disease and old age. He is actually happy because he has no anxieties of material existence, but as a compassionate sympathizer he feels unhappiness for the suffering materialistic men, and thus he occasionally comes before the materialistic men to teach them the necessity of going back to Godhead. All the bona fide ācāryas preach this truth of returning home, back to Godhead, and warn men not to make a false plan for happiness in a place where happiness is only a myth.
(Srimad Bhagavatam--2:2:27--purport).

A person who is unable to bear another's distress is called compassionate. Kṛṣṇa's compassion for distressed persons was exhibited when He released all of the kings imprisoned by Magadhendra. While dying, Grandfather Bhīṣma prayed to Kṛṣṇa and described Him as the sun which eradicated darkness. The kings imprisoned by Magadhendra were put into dark cells, and when Kṛṣṇa appeared there, the darkness immediately disappeared, just as if the sun had risen. In other words, although Magadhendra was able to imprison so many kings, upon the appearance of Kṛṣṇa they were all released. Kṛṣṇa released the kings out of His sincere compassion for them. Kṛṣṇa's compassion was also exhibited when Grandfather Bhīṣma was lying on the bed of arrows which had been shot through his body. While lying in this position, Bhīṣma was very anxious to see Kṛṣṇa, and thus Kṛṣṇa appeared there. Upon seeing the pitiable condition of Bhīṣma, Kṛṣṇa began speaking with tears in His eyes. Not only was He shedding tears, but He also forgot Himself in His compassion. Therefore, instead of offering obeisances to Kṛṣṇa directly, devotees offer obeisances to His compassionate nature. Actually, because Kṛṣṇa is the Supreme Personality of Godhead, it is very difficult to approach Him. But the devotees, taking advantage of His compassionate nature, which is represented by Rādhārāṇī, always pray to Rādhārāṇī for Kṛṣṇa's compassion.
(Nectar of Devotion).

As long as one is in conditional life, in the material body, it is natural that he will suffer from anxieties and agonies. One cannot avoid the influence of material energy, even when one is on the transcendental plane. Sometimes disturbances come, but the agonies and anxieties of the devotees are at once mitigated when they think of the Supreme Personality of Godhead in His beautiful form or the smiling face of the Lord. The Lord bestows innumerable favors upon His devotee, and the greatest manifestation of His grace is His smiling face, which is full ofcompassion for His pure devotees.
(Srimad Bhagavatam--3:28:31--purport).

Persons who are materialistic and always engaged in fruitive activities for material profit cannot endure seeing the flourishing life of others. Except for a few persons in Kṛṣṇa consciousness, the entire world is full of such envious persons, who are perpetually full of anxieties because they are attached to the material body and are without self-realization. Since their hearts are always filled with anxiety, it is understood that they have already been killed by providence. Thus Lord Śiva, as a self-realized Vaiṣṇava, was advised not to kill Dakṣa. A Vaiṣṇava is described as para-duḥkha-duḥkhī because although he is never distressed in any condition of life, he is distressed to see others in a distressed condition. Vaiṣṇavas, therefore, should not try to kill by any action of the body or mind, but should try to revive the Kṛṣṇa consciousness of others out of compassion for them. The Kṛṣṇa consciousness movement has been started to deliver the envious persons of the world from the clutches of māyā, and even though devotees are sometimes put into trouble, they push on the Kṛṣṇa consciousness movement in all tolerance.
(Srimad Bhagavatam--4:6:47--purport).