In Srimad-Bhagavatam, the same question was asked by King Pariksit to Sukadeva Gosvami. Sukadeva Gosvami replied that even great persons who are free from false ego and selfish material motivations sometimes act in apparent contradiction to the laws of piety yet are not subject to sinful reactions; how, then, can the Supreme Personality of Godhead, the supreme creator of all living beings and everything that exists, have any connection with the piety and impiety that affects His subordinate creations?
Sukadeva Gosvami further explained that even the Lord’s pure devotees are never entangled in material activities, for they find transcendental pleasure in the service of His lotus feet; how, then, can there be any question of bondage for the Lord Himself, who assumes His transcendental forms according to His own sweet will? He is the Paramatma in the hearts of the gopis and their husbands and indeed within all living beings. The Subala Upanisad says: