From authorities like Kṛṣṇa or Bhagavad-gītā, we understand that this place is meant for suffering. This is called duḥkhālayam aśāśvatam. Even if we agree to live in this miserable place . . . because everyone, we want to live. Nobody wants to die. Nobody wants to die. Suppose we are sitting here, and if there is some death signal, oh, we shall at once flee away from this place, if there is fire, because we do not want to die. That is a fact. So . . . but this place is certified by Kṛṣṇa as duḥkhālayam aśāśvatam (BG 8.15): "It is place of misery; at the same time, it is temporary." Temporary.
As today we . . . I entered in your country, Canada, for the first time, and the time limit was given there by the immigration that "You cannot live here or stay here more than this time," similarly, even if I think, "Oh, Canada is very nice place. Montreal is very nice place. Let me stay here," oh, the immigration department will not allow me to stay.
Similarly, if you think that, "This material world is very nice. Let me stay here," oh, the higher authorities . . . there are higher authori . . . just like there are authorities in the immigration department, similarly there are higher authorities in the management of these worldly affairs. Yamarāja, oh, he'll not allow you to stay. You have to change your body.
Actually a living entity is eternal, but the problem is that he is changing body. Just like either I may live at Canada or USA or India—I shall live somewhere—but nobody will allow me to stay. Except in my own country, nobody will allow me to stay for long time. Similarly, this is not your place. This material world is foreign country for you, this material world. We belong to the spiritual world. We belong to the world where life is eternal, where life is blissful, and where there is no ignorance.