He is akhilātma-bhūtaḥ, He can be approached from here also. And the Lord therefore comes to manifest His real form, sac-cid-ānanda-vigraha (Bs. 5.1), so that we may not have to imagine. There is no question of imagination. The Lord's presence, by His causeless mercy He presents Himself in His Śyāmasundara-rūpa. Unfortunately, people with less intelligence deride at Him. Avajānanti māṁ mūḍhā (BG 9.11). Because the Lord comes as one of us and just like plays with us as a human being, therefore we need not consider that Lord is one of us.