Lord Krsna is the Supreme Absolute Truth. We conditioned souls in this material world think that Krsna is like us, however, and we take His pastimes with His devotees in the spiritual world to be like ordinary love affairs. There is nothing sexual in the Lord's exchanges with His devotees. Krsna is Bhagavan, "the possessor of all opulences in full," and therefore He is fully satisfied in Himself. His eternal associates are expansions of His very self, and so there can be no question of impropriety when He wishes to enjoy with them.
Once, when Krsna was enjoying with His girlfriends, the gopis, He left their company and thus exhibited His quality of renunciation. Krsna's renouncing the company of the gopis confirms His total nonattachment. He is always self-sufficient and is not dependent on anything. This is the platform on which His transcendental pastimes are enacted.
While Krsna was exhibiting His renunciation, He was simultaneously increasing the spiritual ecstasy of the gopis by deepening their attachment in separation from Him. Lord Caitanya Mahaprabhu has taught that of all the devotees of Krsna, thegopis are the best. And the best way to increase our love for Krsna is to long for His association as the gopis do, in the mood of wanting only to satisfy Him.