People want to enjoy sense gratification in higher level, then they are put into some kind of suffering. There is no use rotating around in the material world to be happy because we will be always forced to suffer. So the instruction in Bhagavatam is to worship the Supreme Lord because the Lord doesn't have any defect. If we worship him and if we are self realized that is the real goal of life and not the heavenly enjoyment.
One who worships Krishna but not His devotee is proud.
Worship of demigods is for material benefit. Worship of Krishna is for ultimate benefit.
Lecture on "Srila Prabhupada Gave Us Everything" – SB 3.5.51 – 31st May 1996
Lord Krishna is the all-powerful, all-pervading Supreme Personality of Godhead and he is the object of the prayers and worship of the demigods. Intelligent persons worship him as He resides in his own spiritual abode. They thus attain the eternal transcendental bliss that is not available for others.
Reject all other desires, abandon philosophical speculation and fruitive work and refrain from the worship of the demigods and demigoddesses. Just worship and serve Lord Krishna with your body and mind in the company of other devotees.
A person who worships the demigods and gives up Lord Vasudeva [Krishna] is like a man who gives up the protection of his mother for the shelter of a witch.