na caivaḿ vismayaḥ kāryo
bhavatā bhagavaty aje
yogeśvareśvare kṛṣṇe
yata etad vimucyate
na ca -- nor; evam -- like this; vismayah -- astonishment; karyah -- should be had; bhavata -- by you; bhagavati -- in regard to the Supreme Personality of Godhead; aje -- who is unborn; yoga-isvara -- of the masters of yoga; isvare -- the ultimate master; krishne -- Lord Krishna; yatah -- by whom; etat -- this (world); vimucyate -- becomes liberated.
Parikshit Maharaja should not have been so astonished that Lord Krishna's so-called romantic affairs are in fact meant to liberate the entire universe. After all, that is the Lord's purpose -- to bring all conditioned souls back home, back to Godhead, for an eternal life of bliss and knowledge. The Lord's conjugal affairs with the gopis fit in very nicely with that program because we who are actually lusty in material consciousness can be purified and liberated by hearing of them.
In the First Canto of Srimad-Bhagavatam (1.5.33), Narada Muni states,
amayo yas ca bhutanam
jayate yena su-vrata
tad eva hy amayam dravyam
na punati cikitsitam
"O good soul, does not a thing applied therapeutically cure a disease that was caused by that very same thing?" Thus Krishna's romantic affairs, being pure, spiritual activities, will cure those who hear about them of the disease of material lust.