After trying to enjoy in the material world for a long time, the living being may realise that there is nothing but different kinds of suffering and want to attain liberation from material existence.
Liberation actually means freedom from the influence of the illusory material energy.
Four of these types of liberation are meant for the devotees and one (sayujya) is meant for the impersonalists. The four Vaisnava kinds of liberation bring one to the Vaikuntha planets.
Undoubtedly one can attain liberation on the impersonal path, but...
"For those whose minds are attached to the unmanifested, impersonal feature of the Supreme, advancement is very troublesome. To make progress in that discipline is always difficult for those who are embodied." (Bhagavad-gita 12.5)
"But those who worship Me, giving up all their activities unto Me and being devoted to Me without deviation, engaged in devotional service and always meditating upon Me, having fixed their minds upon Me, O son of Prtha-for them I am the swift deliverer from the ocean of birth and death." (Bhagavad-gita 12.6-7)
Being the Lord of illusory energy, Krishna can order this insurmountable energy to release the conditioned soul.
"This divine energy of Mine, consisting of the three modes of material nature, is difficult to overcome. But those who have surrendered unto Me can easily cross beyond it." (Bhagavad-gita 7.14)
"One who engages in full devotional service, unfailing in all circumstances, at once transcends the modes of material nature and thus comes to the level of Brahman." (Bhagavad-gita 14.26)
He reasons ill who says that Vaisnavas die
When they are living still in sound.
A Vaisnava dies to live, and living tries
To spread the holy name around.
- Bhaktivinoda Thakur