Lord Krishna's family members were either manifestations of His plenary emanations or incarnations of the celestial beings who dwelt on the heavenly, paradise-like planets that populated the upper region of the galaxy.
Therefore, before His departure, He separated them by His own internal power. Before returning to their respective homes, they were sent to the holy shrine of Prabhasa, where they performed acts of virtue and drank and ate their fill. Only then was an arrangement made for each to return to their place of origin, so that the others could see that the mighty Yadu dynasty was no longer in this world.
Why did Brahma create the four sages, the Kumaras?
In the beginning, Brahma created four great sages, named Sanaka, Sananda, Sanatana, and Sanat-kumara. Their seed flowing upward, they all possessed a high level of realization, so they were in no way inclined to engage in material acts.
Although he had created the principles of nescience out of necessity for beings destined for ignorance by the will of the Lord, Brahma was not happy with having accomplished such a thankless task. He therefore undertook to create the four principles of knowledge:
Sankhya, or empirical philosophy intended for the analytical study of material conditions.
Yoga, or the set of practices that allow the pure soul to free itself from the shackles of matter.
Vairagya, or total detachment from all material pleasures for the purpose of elevation to the highest level of spiritual realization.
Tapas, which encompasses various forms of voluntary austerity performed with the aim of attaining spiritual perfection.
To protect these four principles of spiritual evolution, Brahma created the four illustrious sages Sanaka, Sananda, Sanatana, and Sanat, who formed their own spiritual school, or sampradaya, known as the Kumara-sampradaya, or later the Nimbarka-sampradaya, for the development of devotional service. All these illustrious sages became great devotees, for unless one serves the Supreme Lord with devotion, one cannot achieve success in any spiritual activity.
After begetting his sons, Brahma addressed them in these words: “Now, my dear sons, go forth and multiply.”
But due to their attachment to Vasudeva, the Supreme Lord, they yearned for liberation and could only express their reluctance to this task.