Please bare with me as I'm all emo-spiritual today :)
In the Bhagavad-gita, Krishna says to His friend Arjuna,
mama vartmanuvartante
manusyah partha sarvasah:
"Everyone follows My path in all respects, O son of Pritha."
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And it says in the Srimad-Bhagavatam, "Everyone is seeking Krishna, for He is the Supersoul of all individual souls. Everyone loves his body and wants to protect it because he is within the body as the soul, and everyone loves the soul because the soul is part and parcel of the Supersoul. Therefore, everyone is actually seeking to achieve happiness by reviving his relationship with the Supersoul."
The way I understand this is that we can't avoid following someone's leadership. At least we'll follow the lead of our own mind. Our own mind is simply a product of the experiences we've had in this world. So our mind alone can never release us from material consciousness.
Material consciousness means we think we are the body, made of matter. When the body dies, we die. Material consciousness leaves us unsatisfied as every single material pleasure is temporary. Anything material can't satisfy our essence because, as spiritual beings, our essence is non-material. Without feeding our soul we live in a starving, lacking, craving condition.
But this universe is like a big system for self-realization. Sooner or later every being will come to the point on their path where they understand who they are and what their home is. Krishna wants to speed up that process for us so He spoke the Bhagavad-gita. There are similar teachings in every culture, religion and tradition, given by God or people empowered by Him, just so we would keep going towards the truth on our path. It is His path nonetheless. Whether we choose to go towards, or away from the Supreme. He'll give us the intelligence to do either one. It's up to us.
We're always loved. That's why we have free will. There's no love without free will. Krishna wants our love because you are unique and no one else can have a relationship with Him as you can.
He misses you.