He has always invited the heavenly King, Indra, to take part in the yajñas (sacrifices). Because King Indra was thus absent so often from Śacīdevī, she had to pass much of her time pining over Indra's absence, with her cheeks upon her hands."
The performance of different yajñas for the demigods is considered to be worship of the limbs of the Supreme Lord. The demigods are considered to be different parts of the universal body of the Lord, and therefore the ultimate purpose in worshiping them is to please the Lord by partially worshiping His different limbs. Mahārāja Yudhiṣṭhira had no such material desire; he executed all sacrifices under the direction of Kṛṣṇa, and not to take any personal advantage from them. He desired only to please Kṛṣṇa and was therefore called the best of the devotees. He was always merged in the ocean of loving service.