The pleasure potency is not painful to Krsna. But it is painful to us conditioned souls.
It will give him pain, so many aftereffects. Sex life, even it is not illicit, still it is painful, aftereffects. You'll have to take care of the children. You have to bear children. That is painful. You have to pay to the hospital for delivery, then education, then doctor's bill — so many painful. So this pleasure, sex pleasure, is followed by so many painful things. Tapa-kari [Cc. Adi 4.63]. The same pleasure potency is there in the living being in little quantity, and as soon as they utilize it, it becomes painful. And the same pleasure potency in the spiritual world, Krsna's dancing with gopis, that is not painful; that is pleasing.
If a diseased man takes nice foodstuff it is painful. More sick. Therefore this life is meant for tapasya. Not to accept; voluntarily reject. Then it is nice.
Srila Prabhupada — October 4, 1975, Mauritius