You cannot see the mind or the air—it does not mean that subtle things are not there. Don't believe your eyes in that way. You have to know things as it is stated here. The space, the air, they are acting. Prāṇa-vāyu. The yoga system is controlling the vāyu, the air within the body. That is called prāṇāyāma, prāṇa, prāṇa, vāyu, control the prāṇa-vāyu.
So perfect yogī, they control the prāṇa-vāyu in such a way that by their sweet will they can transfer themselves through the prāṇa-vāyu in different planets. They can do that when they are fixed up, that "Now I am completely able to transfer myself," so they can transfer to any planet. Or if he wants, he can transfer himself to the spiritual world. That is the perfection.