divaṁ devāḥ parityajya
bhuvi cerur alakṣitāḥ
As stated in Bhagavad-gītā, the performance of yajña brings reciprocal good fortune for both the human beings and the demigods. When the performances of yajña were stopped by the disturbances of the demons, the demigods were naturally bereft of the results of yajña and hampered in executing their respective duties. Therefore they came down to the planet earth to see how people had become disturbed and to consider what to do.