The sun is always shining, always existing, but we can’t always see it—it’s dark half the time. There's night and day. The sun does rise on schedule, though, so we’re not condemned to live without sunlight. You can predict when it will rise.
Krishna is the same way. He always exists. He also has a regular schedule for appearing in this world, which is mentioned in the Vedas.
Just as biological life depends on sunlight, our existence depends on the Absolute Truth, Who is ultimately a Person, the source of everything, the source of our life.
When Krishna appears, He shows us what it means to be truly alive.
"Godhead is light. Nescience is darkness. Where there is Godhead there is no nescience."
—Caitanya-caritamrita (Madhya 22.31)