SB 7.1.34

śrī-yudhiṣṭhira uvāca
kīdṛśaḥ kasya vā śāpo
aśraddheya ivābhāti
 harer ekāntināṁ bhavaḥ
śrī-yudhiṣṭhiraḥ uvāca — Mahārāja Yudhiṣṭhira said; kīdṛśaḥ — what kind of; kasya — whose; — or; śāpaḥ — curse; hari-dāsa — the servant of Hari; abhimarśanaḥ — overcoming; aśraddheyaḥ — incredible; iva — as if; ābhāti — appears; hareḥ — of Hari; ekāntinām — of those exclusively devoted as exalted attendants; bhavaḥ — birth.
Mahārāja Yudhiṣṭhira inquired: What kind of great curse could affect even liberated viṣṇu-bhaktas, and what sort of person could curse even the Lord’s associates? For unflinching devotees of the Lord to fall again to this material world is impossible. I cannot believe this.

In Bhagavad-gītā (8.16) the Lord clearly states, mām upetya tu kaunteya punar janma na vidyate: one who is purified of material contamination and returns home, back to Godhead, does not return to this material world. Elsewhere in Bhagavad-gītā (4.9) Kṛṣṇa says:

janma karma ca me divyam
 evaṁ yo vetti tattvataḥ
tyaktvā dehaṁ punar janma
 naiti mām eti so ’rjuna

“One who knows the transcendental nature of My appearance and activities does not, upon leaving the body, take his birth again in this material world, but attains My eternal abode, O Arjuna.” Mahārāja Yudhiṣṭhira, therefore, was surprised that a pure devotee could return to this material world. This is certainly a very important question.