In the Bhagavad Gita, Lord Shri Krishna explains,
janma karma ca me divyam
 evaà yo vetti tattvataù
 tyaktvä dehaà punar janma
 naiti mäm eti so ‘rjuna
 [BG 4.9]
‘One who understands the transcendental nature of My appearance and activities never attains…never has to take birth again in this material world, but attains My eternal abode.’ Those divine personalities who come to distribute the treasure of prema bhakti, the emissaries of the Supreme Personality of Godhead, their lila is of the same natu