Why has the Divine first created this ignorance and then the means to get out of it? That is why it is called Leela (a game or play of the Divine).
It is like asking, ‘Why do we have a football match? Why are there two courts with some coaches and some players on one side, and some on the other side, pushing the ball from this side to that side? Why do they not have their own balls and stay in their own courts?’ Then there is no play!
So because of ignorance there is a play, there is the game. That is why the whole world is called the Leela of the Parampurusha (the Supreme Divinity).