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There is no compulsive rule that incarnations should occur only on the earth and in human form. Any place, any form, can be chosen by the fully-free. Whichever place, whatever form, promotes the purpose of fulfilling the yearning of the devotee, that place and that form are chosen by the will of God. God is above and beyond the limits of time and space. He is beyond all characteristics and qualities; no list of these can describe Him fully. For Him, all beings are equal. The difference between man, beast, bird, worm, insect and even a God is but a difference of the 'vessel' (the Upadhi).
It is like the electric current that flows through various contrivances and expresses itself in many different activities. There is no distinction in the current; it is the same. To speak of it as different is to reveal one's ignorance (Ajnana). So too, the one single God activates every vessel of Upadhi and gives rise to manifold consequences. The wise see only the one uniform current; the ignorant feel that they are all distinct. God appreciates the consciousness of unity, as the basic motive of acts. He does not appreciate the activity itself being one, without variety; it is suited to the various needs. The fruits of Karma or activity appeal only to those who identify themselves with the body and not for the others, who know that they are the indestructible Atma.
Again, you must know that there is no end to the incarnations that God indulges in. He has come down on countless occasions. Sometimes He comes with a part of His glory, sometimes with a fuller equipment of splendour, sometimes for a particular task, sometimes to transform an entire era of time, an entire continent of space.
It is the story of the last of these that the Bhagavatha elaborates. The drama enacted by the Avathara and the Bhakthas drawn towards Him, is the subject matter of the Bhagavatha. Listening to it promotes the realisation of God. Many sages have testified to its efficacy and extolled the Bhagavatha, which they helped preserve for posterity.
Generally speaking, man gets drawn to sense objects for, he is the victim of instincts. Instincts easily seek sense-objects. They come along with the body and are not derived by any training. The infant seeks milk from the mother's breast; the new-born calf nestles at the udder. No training is needed for this. But, for the infant to walk and talk, some training is necessary. The reason is that they are not automatic; they are socially prompted, by example and by imitation of others.
Training is essential even for the proper pursuit of sense pleasure, for it is the wild untrained search for such pleasure that promotes anger, hatred, envy, malice, conceit. To train them along salutary lines and to hold them under control, certain good disciplines like Japa, Dhyana, Upavasa (fasts) Sandhyavandana (worship at dawn and dusk) etc. are essential. But, however much their value may be praised and their practice recommended, people do not develop a taste for them. This is because the desire for sensory pleasure has struck deep roots in the human heart. When one is asked to do spiritually salutary acts, one has no inner prompting at all. Still one should not give up in despair. Until the taste sprouts, the disciplines have to be strictly followed. This taste is the result of training; no one has it from the very beginning. Constant practice will create the zest.