Śrīla Śukadeva Gosvāmī was a liberated soul, and thus he remained always alert not to be trapped by the illusory energy. In the Bhagavad-gītā this alertness is very lucidly explained. The liberated soul and the conditioned soul have different engagements. The liberated soul is always engaged in the progressive path of spiritual attainment, which is something like a dream for the conditioned soul. The conditioned soul cannot imagine the actual engagements of the liberated soul. While the conditioned soul thus dreams about spiritual engagements, the liberated soul is awake. Similarly, the engagement of a conditioned soul appears to be a dream for the liberated soul. A conditioned soul and a liberated soul may apparently be on the same platform, but factually they are differently engaged, and their attention is always alert, either in sense enjoyment or in self-realization. The conditioned soul is absorbed in matter, whereas the liberated soul is completely indifferent to matter.
(Srimad Bhagavatam---1:4:4----purport).

When the living entity forgets the Supreme Lord and wants to enjoy himself independently, imitating the Supreme Lord, he is captured by the false notion that he is the enjoyer and is separated from the Supreme Lord. This material energy is therefore very much troublesome to the spiritual energy, the living entity, but the material energy is never troublesome to the Supreme Lord. Indeed, for the Supreme Lord, both material and spiritual energy are the same. In this verse Lord Śiva explains that the material energy is never troublesome to the Supreme Lord. The Supreme Lord is always independent, but because the living entities are not independent—due to their false idea of becoming independently happy—the material energy is troublesome. Consequently the material energy creates differentiation.
Because the Māyāvādī philosophers cannot understand this, they want to be relieved from the material energy. However, because a Vaiṣṇava philosopher is in full knowledge of the Supreme Personality of Godhead, he finds no disturbance even in the material energy. This is because he knows how to utilize the material energy for the service of the Lord. In the government, the criminal department and civil department may appear different in the eyes of the citizens, but in the eyes of the government both departments are one and the same. The criminal department is troublesome for the criminal but not for the obedient citizen. Similarly, this material energy is troublesome for the conditioned soul, but it has nothing to do with the liberated souls who are engaged in the service of the Lord. Through the puruṣa-avatāra Mahā-Viṣṇu, the Supreme Personality of Godhead created the whole cosmic manifestation. Simply by breathing out all the universes, the Lord creates and maintains the cosmic manifestation as Lord Viṣṇu. Then as Saṅkarṣaṇa, He annihilates the cosmic manifestation. Yet despite the creation, maintenance and destruction of the cosmos, the Lord is not affected. The various activities of the Lord must be very disturbing to the tiny living entities, but since the Lord is supremely great, He is never affected. Lord Śiva or any other pure devotee can see this clearly without being blinded by bheda-buddhi, or differentiation. For a devotee, the Lord is the supreme spirit soul. Since He is supremely powerful, His various powers are also spiritual. For a devotee, there is nothing material, for material existence only means forgetfulness of the Supreme Personality of Godhead.
(Srimad Bhagavatam---4;24:61---purport).

The following questions may be posed. As long as the liberated soul is in contact with the body, why don't the bodily activities affect him? Doesn't he actually become contaminated by the action and reaction of material activities? In answer to such questions, this verse explains that the material body of a liberated soul is taken charge of by the Supreme Personality of Godhead. It is not acting due to the living force of the living entity; it is simply acting as a reaction to past activities. Even after being switched off, an electric fan moves for some time. That movement is not due to the electric current, but is a continuation of the last movement; similarly, although a liberated soul appears to be acting just like an ordinary man, his actions are to be accepted as the continuation of past activities. In a dream one may see himself expanded through many bodies, but when awake he can understand that those bodies were all false. Similarly, although a liberated soul has the by-products of the body-children, wife, house, etc.—he does not identify himself with those bodily expansions. He knows that they are all products of the material dream. The gross body is made of the gross elements of matter, and the subtle body is made of mind, intelligence, ego and contaminated consciousness. If one can accept the subtle body of a dream as false and not identify oneself with that body, then certainly an awake person need not identify with the gross body. As one who is awake has no connection with the activities of the body in a dream, an awakened, liberated soul has no connection with the activities of the present body. In other words, because he is acquainted with his constitutional position, he never accepts the bodily concept of life.
(Srimad Bhagavatam----3:28:38--purport).