In many places, the śāstras describe the Supreme Personality of Godhead as being more inclined toward His devotees than toward His wife, who always remains on His chest. In Śrīmad-Bhāgavatam (11.14.15) it is stated:

na tathā me priyatama ātma-yonir na śaṅkaraḥ na ca saṅkarṣaṇo na śrīr naivātmā ca yathā bhavān

Here Kṛṣṇa plainly says that His devotees are more dear to Him than Lord Brahmā, Lord Śiva, Lord Saṅkarṣaṇa (the original cause of creation), the goddess of fortune or even His own Self. Elsewhere in Śrīmad-Bhāgavatam (10.9.20) Śukadeva Gosvāmī says:

nemam viriñco na bhavo na śrīr apy aṅga saṁśrayā prasādaṁ lebhire gopī yat tat prāpa vimuktidāt

The Supreme Lord, who can award liberation to anyone, showed more mercy toward the gopīs than to Lord Brahmā, Lord Śiva or even the goddess of fortune, who is His own wife and is associated with His body. Similarly, Śrīmad-Bhāgavatam (10.47.60) also states:

nāyaṁ śriyo ’ṅga u nitānta-rateḥ prasādaḥ svar-yoṣitāṁ nalina-gandha-rucāṁ kuto ’nyāḥ rāsotsave ’sya bhuja-daṇḍa-gṛhīta-kaṇṭha- labdhāśiṣāṁ ya udagād vraja-sundarīṇām

“The gopīs received benedictions from the Lord that neither Lakṣmīdevī nor the most beautiful dancers in the heavenly planets could attain. In the rāsa dance, the Lord showed His favor to the most fortunate gopīs by placing His arms on their shoulders and dancing with each of them individually. No one can compare with the gopīs, who received the causeless mercy of the Lord.”

In the Caitanya-caritāmṛta it is said that no one can receive the real favor of the Supreme Personality of Godhead without following in the footsteps of the gopīs. Even the goddess of fortune could not receive the same favor as the gopīs, although she underwent severe austerities and penances for many years. Lord Śrī Caitanya Mahāprabhu discusses this point with Vyeṅkaṭa Bhaṭṭa in Caitanya-caritāmṛta ( Madhya 9.111-131): “The Lord inquired from Vyeṅkaṭa Bhaṭṭa, ‘Your worshipable goddess of fortune, Lakṣmī, always remains on the chest of Nārāyaṇa, and she is certainly the most chaste woman in the creation. However, My Lord is Lord Śrī Kṛṣṇa, a cowherd boy engaged in tending cows. Why is it that Lakṣmī, being such a chaste wife, wants to associate with My Lord? Just to associate with Kṛṣṇa, Lakṣmī abandoned all transcendental happiness in Vaikuṇṭha and for a long time accepted vows and regulative principles and performed unlimited austerities.’

“Vyeṅkaṭa Bhaṭṭa replied, ‘Lord Kṛṣṇa and Lord Nārāyaṇa are one and the same, but the pastimes of Kṛṣṇa are more relishable due to their sportive nature. They are very pleasing for Kṛṣṇa’s śaktis. Since Kṛṣṇa and Nārāyaṇa are both the same personality, Lakṣmī’s association with Kṛṣṇa did not break her vow of chastity. Rather, it was in great fun that the goddess of fortune wanted to associate with Lord Kṛṣṇa. The goddess of fortune considered that her vow of chastity would not be damaged by her relationship with Kṛṣṇa. Rather, by associating with Kṛṣṇa she could enjoy the benefit of the rāsa dance. If she wanted to enjoy herself with Kṛṣṇa what fault is there? Why are you joking so about this?’

“Lord Caitanya Mahāprabhu replied, ‘I know that there is no fault in the goddess of fortune, but still she could not enter into the rāsa dance. We hear this from revealed scriptures. The authorities of Vedic knowledge met Lord Rāmacandra in Daṇḍakāraṇya, and by their penances and austerities, they were allowed to enter into the rāsa dance. But can you tell me why the goddess of fortune, Lakṣmī, could not get that opportunity?’

“To this Vyeṅkaṭa Bhaṭṭa replied, ‘I cannot enter into the mystery of this incident. I am an ordinary living being. My intelligence is limited, and I am always disturbed. How can I understand the pastimes of the Supreme Lord? They are deeper than millions of oceans.’

“Lord Caitanya replied, ‘Lord Kṛṣṇa has a specific characteristic. He attracts everyone’s heart by the mellow of His personal conjugal love. By following in the footsteps of the inhabitants of the planet known as Vrajaloka or Goloka Vṛndāvana, one can attain the shelter of the lotus feet of Śrī Kṛṣṇa. However, the inhabitants of that planet do not know that Lord Kṛṣṇa is the Supreme Personality of Godhead. Unaware that Kṛṣṇa is the Supreme Lord, the residents of Vṛndāvana like Nanda Mahārāja, Yaśodādevī and the gopīs treat Kṛṣṇa as their beloved son or lover. Mother Yaśodā accepts Him as her son and sometimes binds Him to a grinding mortar. Kṛṣṇa’s cowherd boyfriends think He is an ordinary boy and get up on His shoulders. In Goloka Vṛndāvana no one has any desire other than to love Kṛṣṇa.’”

The conclusion is that one cannot associate with Kṛṣṇa unless he has fully received the favor of the inhabitants of Vrajabhūmi. Therefore if one wants to be delivered by Kṛṣṇa directly, he must take to the service of the residents of Vṛndāvana, who are unalloyed devotees of the Lord.