Why do we need to control our senses when Krishna cannot be reached by the senses?

From Shrikant:

I just got into controversy that Krishna is stated as Adhokshaj in SB, one  who is beyond material senses. Why sciptures gives so much importance on controlling mind & senses to adavance in self realization although they are material as per Bhagvad Gita? Is their any direct relation to controlling mind & senses to self realization & to understand Krishna.

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