If there is little pain in the finger, I become so much disturbed because I have got intimate connection with this finger. Similarly, we have got intimate connection with Krishna and we are fallen. Therefore Krishna also feels pain and therefore, He comes down. And when you become Krishna Conscious,Then Krishna will feel pleasure. The Supreme Personality of Godhead, Krishna, appears in human society as an ordinary human being but acts very uncommonly for the well-being of the entire world.
The spirit soul can be happy only in the association of the supreme living being, the Personality of Godhead, and nowhere else.