Srimad Bhagavatam Canto 05, Chapter 18, Text 23

SB 5.18.23

sa tvam mamapy acyuta sirsni vanditam
 karambujam yat tvad-adhayi satvatam
bibharsi mam laksma varenya mayaya
 ka isvarasyehitam uhitum vibhur iti
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
O infallible one, Your lotus palm is the source of all benediction. Therefore Your pure devotees worship it, and You very mercifully place Your hand on their heads. I wish that You may also place Your hand on My head, for although You already bear my insignia of golden streaks on Your chest, I regard this honor as merely a kind of false prestige for me. You show Your real mercy to Your devotees, not to me. Of course, You are the supreme absolute controller, and no one can understand Your motives.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
In many places, the sastras describe the Supreme Personality of Godhead as being more inclined toward His devotees than toward His wife, who always remains on His chest. In Srimad-Bhagavatam (11.14.15) it is stated:
na tatha me priyatama
 atma-yonir na sankarah
na ca sankarsano na srir
 naivatma ca yatha bhavan
Here Krsna plainly says that His devotees are more dear to Him than Lord Brahma, Lord Siva, Lord Sankarsana (the original cause of creation), the goddess of fortune or even His own Self. Elsewhere in Srimad-Bhagavatam (10.9.20) Sukadeva Gosvami says:
nemam viriñco na bhavo
 na srir apy anga samsraya
prasadam lebhire gopi
 yat tat prapa vimuktidat
The Supreme Lord, who can award liberation to anyone, showed more mercy toward the gopis than to Lord Brahma, Lord Siva or even the goddess of fortune, who is His own wife and is associated with His body. Similarly, Srimad-Bhagavatam (10.47.60) also states:
nayam sriyo ’nga u nitanta-rateh prasadah
 svar-yositam nalina-gandha-rucam kuto ’nyah
rasotsave ’sya bhuja-danda-grhita-kantha-
 labdhasisam ya udagad vraja-sundarinam
“The gopis received benedictions from the Lord that neither Laksmidevi nor the most beautiful dancers in the heavenly planets could attain. In the rasa dance, the Lord showed His favor to the most fortunate gopis by placing His arms on their shoulders and dancing with each of them individually. No one can compare with the gopis, who received the causeless mercy of the Lord.”
In the Caitanya-caritamrta it is said that no one can receive the real favor of the Supreme Personality of Godhead without following in the footsteps of the gopis. Even the goddess of fortune could not receive the same favor as the gopis, although she underwent severe austerities and penances for many years. Lord Sri Caitanya Mahaprabhu discusses this point with Vyenkata Bhatta in Caitanya-caritamrta (Madhya 9.111-131): “The Lord inquired from Vyenkata Bhatta, ‘Your worshipable goddess of fortune, Laksmi, always remains on the chest of Narayana, and she is certainly the most chaste woman in the creation. However, My Lord is Lord Sri Krsna, a cowherd boy engaged in tending cows. Why is it that Laksmi, being such a chaste wife, wants to associate with My Lord? Just to associate with Krsna, Laksmi abandoned all transcendental happiness in Vaikuntha and for a long time accepted vows and regulative principles and performed unlimited austerities.’
“Vyenkata Bhatta replied, ‘Lord Krsna and Lord Narayana are one and the same, but the pastimes of Krsna are more relishable due to their sportive nature. They are very pleasing for Krsna’s saktis. Since Krsna and Narayana are both the same personality, Laksmi’s association with Krsna did not break her vow of chastity. Rather, it was in great fun that the goddess of fortune wanted to associate with Lord Krsna. The goddess of fortune considered that her vow of chastity would not be damaged by her relationship with Krsna. Rather, by associating with Krsna she could enjoy the benefit of the rasa dance. If she wanted to enjoy herself with Krsna what fault is there? Why are you joking so about this?’
“Lord Caitanya Mahaprabhu replied, ‘I know that there is no fault in the goddess of fortune, but still she could not enter into the rasa dance. We hear this from revealed scriptures. The authorities of Vedic knowledge met Lord Ramacandra in Dandakaranya, and by their penances and austerities, they were allowed to enter into the rasa dance. But can you tell me why the goddess of fortune, Laksmi, could not get that opportunity?’
“To this Vyenkata Bhatta 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 Krsna 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 Vrndavana, one can attain the shelter of the lotus feet of Sri Krsna. However, the inhabitants of that planet do not know that Lord Krsna is the Supreme Personality of Godhead. Unaware that Krsna is the Supreme Lord, the residents of Vrndavana like Nanda Maharaja, Yasodadevi and the gopis treat Krsna as their beloved son or lover. Mother Yasoda accepts Him as her son and sometimes binds Him to a grinding mortar. Krsna’s cowherd boyfriends think He is an ordinary boy and get up on His shoulders. In Goloka Vrndavana no one has any desire other than to love Krsna.’”
The conclusion is that one cannot associate with Krsna unless he has fully received the favor of the inhabitants of Vrajabhumi. Therefore if one wants to be delivered by Krsna directly, he must take to the service of the residents of Vrndavana, who are unalloyed devotees of the Lord.
Srimad Bhagavatam Canto 05, Chapter 18, Text 22
Srimad Bhagavatam Canto 05, Chapter 18, Text 24