ye hi samsparsa-ja bhoga
duhkha-yonaya eva te
na tesu ramate budhah
An intelligent person does not take part in the sources of misery, which are due to contact with the material senses. O son of Kunti, such pleasures have a beginning and an end, and so the wise man does not delight in them.
Material sense pleasures are due to the contact of the material senses, which are all temporary because the body itself is temporary. A liberated soul is not interested in anything which is temporary. Knowing well the joys of transcendental pleasures, how can a liberated soul agree to enjoy false pleasure? In the Padma Purana it is said:
ramante yogino 'nante satyanande cid-atmani
iti rama-padenasau param brahmabhidhiyate
"The mystics derive unlimited transcendental pleasures from the Absolute Truth, and therefore the Supreme Absolute Truth, the Personality of Godhead, is also known as Rama."
In the Srimad-Bhagavatam also it is said:
nayam deho deha-bhajam nr-loke
kastan kaman arhate vid-bhujam ye
tapo divyam putraka yena sattvam
suddhyed yasmad brahma-saukhyam tv anantam
"My dear sons, there is no reason to labor very hard for sense pleasure while in this human form of life; such pleasures are available to the stool-eaters (hogs). Rather, you should undergo penances in this life by which your existence will be purified, and, as a result, you will be able to enjoy unlimited transcendental bliss." (Bhag. 5.5.1)
Therefore, those who are true yogis or learned transcendentalists are not attracted by sense pleasures, which are the causes of continuous material existence. The more one is addicted to material pleasures, the more he is entrapped by material miseries.
(Bhagavad-gita As It Is, 5.22 & Purport)