The worst thing that can happen to advanced devotees who are fixed in Krishna consciousness is that they will go back to the spiritual world. Thus, they are enabled by calamitous situations to go back to Krishna more quickly. It is a part of the process of devotion that from time to time everyone must be tested in various ways. When we take to devotional service we are declaring war against Maya. We are on a battlefield, engaged in our own battle of Kuruksetra. We shouldn’t read the Bhagavad-gita and think that it is merely some fascinating ancient history and philosophy. We should also understand that Arjuna is representing every person who is trying to take shelter of Krishna. Arjuna had to undergo bewilderment and serious choices, but Krishna was present to protect him.
Reference: Reflections On Sacred Teachings – Volume Six: Radha-Sunya: Missing Mercy, Chapter 2