Krishna descends to eradicate our false sense of enjoyment

One is eternally the servitor of the Lord, and when he forgets this position he thinks of enjoying the material world, but factually he is in illusion. The Lord descends to eradicate this false sense of enjoyment and thus reclaim conditioned souls back to Godhead. That is the all-merciful nature of the Lord for the fallen souls.

Srimad Bhagavatam 1.7.24 purport