Śrīla Prabhupāda writes in this connection that liberated, Kṛṣṇa conscious persons “do not even desire to become freed from this material existence or to enjoy material opulences; their desires are fulfilled by Kṛṣṇa conscious activities. As far as we [King Yudhiṣṭhira] are concerned, we are fully surrendered unto Your lotus feet, and by Your grace we are so fortunate to see You personally. Therefore, naturally we have no desire for material opulences. The verdict of the Vedic wisdom is that You are the Supreme Personality of Godhead. I want to establish this fact, and I also want to show the world the difference between accepting You as the Supreme Personality of Godhead and accepting You as an ordinary powerful historical person. I wish to show the world that one can attain the highest perfection of life simply by taking shelter at Your lotus feet, exactly as one can satisfy the branches, twigs, leaves and flowers of an entire tree simply by watering the root. Thus, if one takes to Kṛṣṇa consciousness, his life becomes fulfilled both materially and spiritually.”

Śrīla Viśvanātha Cakravartī similarly explains King Yudhiṣṭhira’s statement: “We feel no great urgency to perform the Rājasūya sacrifice, nor do we have any personal interest, since we are already seeing Your lotus feet and by Your boundless mercy have been taken into Your personal association. But in this world there are some whose hearts are contaminated and who thus think You are not the Supreme Personality of Godhead but an ordinary man. Or else they find fault with You and even criticize You. This is an arrow piercing our hearts.

“Therefore, to extract this arrow from our heart, we must call to this place — on the pretext of the Rājasūya — Brahmā, Rudra and other wise brahmacārīs and demigods who reside in each of the fourteen planetary systems. When such an exalted congregation has assembled, it will be incumbent upon them to first arrange for the agra-pūjā, or the first worship for the most worthy person present. And when they are directly shown that You, Lord Kṛṣṇa, are the Supreme Personality of Godhead, the arrow piercing our heart will be removed.”