In every yuga, the Supreme Personality of Godhead, Hari, assumes the form of great yogis such as Dattatreya to teach the system of mystic yoga
SB Canto 8
In every yuga, the Supreme Personality of Godhead, Hari, assumes the form of Siddhas such as Sanaka to preach transcendental knowledge, He assumes the form of great saintly persons such as Yājñavalkya to teach the way of karma, and He assumes the form of great yogīs such as Dattātreya to teach the system of mystic yoga.
For the benefit of all human society, not only does the Lord assume the form of Manu as an incarnation to rule the universe properly, but He also assumes the forms of a teacher, yogī, jñānī and so on, for the benefit of human society. The duty of human society, therefore, is to accept the path of action enunciated by the Supreme Lord. In the present age, the sum and substance of all Vedic knowledge is to be found in Bhagavad-gītā, which is personally taught by the Supreme Personality of Godhead, and the same Supreme Godhead, assuming the form of Śrī Caitanya Mahāprabhu, expands the teachings of Bhagavad-gītā all over the world. In other words, the Supreme Personality of Godhead, Hari, is so kind and merciful to human society that He is always anxious to take the fallen souls back home, back to Godhead.