Your body, including your mind and senses, is a vehicle which can carry you across the ocean of worldly existence. As long as you are connected to the body, mind, and senses, you must make every effort to increase your Krishna consciousness by engaging them in Krishna's service. You have a duty to Radha Syamasundara to make this effort to please Them. They want you to be fully absorbed in thoughts of Them whenever your time comes to leave. There is no better means to please Them. In that state of consciousness, a devotee can stay or leave. It does not make any difference because he is with Krishna.
(Collected Letters to My Disciples, Pg 167, 1st Paragraph)