Ratha Yatra is a festival of ecstasy because Lord Caitanya knew very well that Krsna cannot be happy outside of Vrndavana. Vrndavana is the place where He belongs! Vrndavana is the place where everything is designed for Krsna, and therefore Krsna can only be happy in Vrndavana. So Krsna had to be brought back to Vrndavana.
How could Krsna be in Dwarka? That is not the place where Krsna is at home. In Dwarka, Krsna is in separation. In Dwarka, Krsna can never be satisfied. Dwarka is so opulent that there are 16,108 palaces there and every queen has her own palace. These palaces are beautifully lit up on the inside with jewels and not by electric bulbs; jewels that shine brightly! Jewels in the walls, jewels in the ceilings with intricate decorations, so much so that the whole palace is lit up with these jewels! There are blue lapis lazuli stone columns that also shine, and onyx green marble benches with silken cushions inlaid with gold and various decorations.
The opulence of Dwarka is totally inconceivable; beautiful gardens, beautiful waterfalls and so many arrangements and yet, Krsna can never be happy there, never! Even in that celestial atmosphere of Dwarka, where there are beautiful animals, beautiful birds and so on, even in that beauty of Dwarka, Krsna is still not satisfied because the way Krsna is served in Vrndavana, Dwarka simply cannot compare!