Our involvement in sense gratification drags our consciousness into the material body.
“Because a dead body does not feel pleasure or pain, our happiness and distress are due to our own consciousness, which is the nature of the soul. It is not, however, the original function of the soul to enjoy material happiness and suffer material distress. These are produced by ignorant material affection and enmity based on false ego. Our involvement in sense gratification drags our consciousness into the material body, where it is shocked by the inevitable bodily pains and problems.
On the spiritual platform there is neither material happiness nor distress because there the living consciousness is fully engaged, without personal desire, in the devotional service of the Supreme Lord. This is the actual position of happiness, aloof from false bodily identification. Rather than uselessly becoming enraged with others for one’s own foolishness, one should take to self-realization and solve the problems of life.”
Source: A.C. Bhaktivedanta Swami Prabhupada (2014 edition), “Srimad Bhagavatam”, Eleventh Canto, Chapter 23 – Text 52.