Bhakti, or devotional service to the Lord, means to become free from material entanglement and then to enter into the kingdom of God, becoming one like Him. Losing one's individuality is not the aim of bhakti-yoga or of the devotees of the Lord. There are five types of liberation, one of which is called sāyujya-mukti, or being merged into the existence or body of the Lord. The other forms of liberation maintain the individuality of the particle soul and involve being always engaged in the transcendental loving service of the Lord. The word viśate, used in the verses of the Bhagavad-gītā, is thus meant for the devotees who are not at all anxious for any kind of liberation. The devotees are satisfied simply in being engaged in the service of the Lord, regardless of the situation.
(Srimad Bhagavatam------2:6:35------purport).

Those who are associated with the Lord in the Vaikuṇṭha planets achieve all the bodily features of the Lord and appear to be the same as Lord Viṣṇu. Such liberation is called sārūpya-mukti, which is one of the five kinds of liberation. The devotees engaged in the transcendental loving service of the Lord never accept the sāyujya-mukti, or merging in the rays of the Lord called the brahma-jyotir. The devotees can achieve not only liberation but any success in the realm of religiosity, economic development or sense gratification up to the standard of the demigods in the heavenly planets. But such a pure devotee as Uddhava refuses to accept all such facilities. A pure devotee wants simply to engage in the service of the Lord and does not consider his own personal benefit.
(Srimad Bhagavatam------3:4:15------purport).

The union of the impersonalists and the union of the devotees are not on a par. The impersonalists try to fully stop their individuality by attaining sāyujya-mukti, or unification by merging into oneness, whereas the devotees keep their individuality to exchange feelings in relationship with the supreme individual Lord. Such reciprocation of feelings takes place in the transcendental Vaikuṇṭha planets, and therefore the liberation sought by the impersonalists is already achieved in devotional service. The devotees attain mukti automatically, while continuing the transcendental pleasure of maintaining individuality. As explained in the previous verse, the destination of the devotees is Vaikuṇṭha, or akuṇṭha-dhiṣṇya, the place where anxieties are completely eradicated.
(Srimad Bhagavatam------3:5:47------purport).

The word labdhvāpavargyam is significant in this verse, because according to Jīva Gosvāmī, āpavargyam, or the path of liberation, does not refer to merging into the impersonal Brahman but to sālokyādi-siddhi, which means attaining the very planet where the Supreme Personality of Godhead resides. There are five kinds of liberation, and one is called sāyujya-mukti, or merging into the existence of the Supreme, or the impersonal Brahman effulgence. However, since there is a chance of one's falling down again into the material sky from the Brahman effulgence, Śrīla Jīva Gosvāmī advises that in this human form of life one's only aim should be to go back home, back to Godhead. The words sa vañcitaḥ indicate that once a person has obtained the human form of life, he is actually cheated if he does not make preparations to go back home, back to Godhead. The position of all nondevotees, who are not interested in going back to Godhead, is very much lamentable, for the human form of life is meant for executing devotional service and nothing else.
(Srimad Bhagavatam------4:23:28------purport).

Śiśupāla and Dantavakra were formerly Jaya and Vijaya, the doorkeepers of Vaikuṇṭha. Merging into the body of Kṛṣṇa was not their final destination. For some time they remained merged, and later they received the liberations of sārūpya and sālokya, living on the same planet as the Lord in the same bodily form. The śāstras give evidence that if one blasphemes the Supreme Lord, his punishment is to remain in hellish life for many millions of years more than one suffers by killing many brāhmaṇas. Śiśupāla, however, instead of entering hellish life, immediately and very easily received sāyujya-mukti. That such a privilege had been offered to Śiśupāla was not merely a story. Everyone saw it happen; there was no scarcity of evidence. How did it happen? Mahārāja Yudhiṣṭhira was very much surprised.
(Srimad Bhagavatam------7:1:20------purport).

Then Kṛṣṇa proved that anyone killed by Him attains liberation, whether sāyujya, sārūpya, sāmīpya or whatever.
But the liberation of those who are on the transcendental platform of love and affection is vimukti, special liberation. Thus the serpent first entered the body of Kṛṣṇa personally and mixed with the Brahman effulgence. This merging is called sāyujya-mukti. But from later verses we find that Aghāsura attained sārūpya-mukti. Text 38 explains that Aghāsura attained a body exactly like that of Viṣṇu, and the verse after that also clearly states that he attained a completely spiritual body like that of Nārāyaṇa. Therefore in two or three places the Bhāgavatam has confirmed that Aghāsura attained sārūpya-mukti. One may then argue, How is it that he mixed with the Brahman effulgence? The answer is that as Jaya and Vijaya, after three births, again attained sārūpya-mukti and association with the Lord, Aghāsura received a similar liberation.
(Srimad Bhagavatam------10:12:33------purport).

Nṛsiṁha-deva an ordinary living entity, not understanding His form. Nevertheless, because Hiraṇyakaśipu was killed by the hands of Lord Nṛsiṁha-deva, in his next life he became Rāvaṇa and had proprietorship of unlimited opulence. As Rāvaṇa, with unlimited material enjoyment, he could not accept Lord Rāma as the Personality of Godhead. Therefore even though he was killed by Rāma, he did not attain sāyujya, or oneness with the body of the Lord. In his Rāvaṇa body he was too much attracted to Rāma's wife, Jānakī, and because of that attraction he was able to see Lord Rāma. But instead of accepting Lord Rāma as an incarnation of Viṣṇu, Rāvaṇa thought Him an ordinary living being. When killed by the hands of Rāma, therefore, he got the privilege of taking birth as Śiśupāla, who had such immense opulence that he could think himself a competitor to Kṛṣṇa.
(Sri Caitanya Caritamrta------1:5:36------purport).

There are five stages of liberation, already explained as being (1) to become one with the Lord, (2) to live on the same planet as the Lord, (3) to obtain the same bodily features as the Lord, (4) to have the same opulences as the Lord and (5) to have constant association with the Lord. Out of these five liberated stages, the one which is known assāyujya, or to merge into the existence of the Lord, is the last to be accepted by a devotee. The other four liberations, although not desired by devotees, still are not against the devotional ideals. Some of the liberated persons who have achieved these four stages of liberation may also develop affection for Kṛṣṇa and be promoted to the Goloka Vṛndāvana planet in the spiritual sky. In other words, those who are already promoted to the Vaikuṇṭha planets and who possess the four kinds of liberation may also sometimes develop affection for Kṛṣṇa and become promoted to Kṛṣṇaloka.
(Nectar of Devotion).

So those who are in the four liberated states may still be going through different stages of existence. In the beginning they may want the opulences of Kṛṣṇa, but at the mature stage the dormant love for Kṛṣṇa exhibited in Vṛndāvana becomes prominent in their hearts. As such, the pure devotees never accept the liberation of sāyujya, to become one with the Supreme, though sometimes they may accept as favorable the other four liberated states.
Out of many kinds of devotees of the Supreme Personality of Godhead, the one who is attracted to the original form of the Lord, Kṛṣṇa in Vṛndāvana, is considered to be the foremost, first-class devotee. Such a devotee is never attracted by the opulences of Vaikuṇṭha, or even of Dvārakā, the royal city where Kṛṣṇa ruled. The conclusion of Śrī Rūpa Gosvāmī is that the devotees who are attracted by the pastimes of the Lord in Gokula, or Vṛndāvana, are the topmost devotees.
(Nectar of Devotion).