Lord Krsna said to King Yudhisthira, "My devotee is not deterred by any adverse conditions of life; he always remains firm and steady. Therefore I give Myself to him, and I favor him so that he can achieve the highest success of life."
The mercy bestowed upon the tried devotee by the Supreme Personality is described as brahma, which indicates that the greatness of that mercy can be compared only to the all-pervasive greatness of Brahman.
Brahma means unlimitedly great and unlimitedly expanding.
That mercy is also described as paramam, for it has no comparison within this material world, and it is also called suksmam, very fine.
Not only is the Lord's mercy upon the tried devotee great and unlimitedly expansive, but it is of the finest quality of transcendental love between the devotee and the Lord.
Such mercy is further described as cin-matram, completely spiritual.
The use of the word matram indicates absolute spirituality, with no tinge of material qualities.
That mercy is also called sat (eternal) and anantakam (unlimited).
Since the devotee of the Lord is awarded such unlimited spiritual benefit, why should he worship the demigods?
A devotee of Krsna does not worship Lord Siva or Brahma or any other, subordinate demigod. He completely devotes himself to the transcendental loving service of the Supreme Personality of Godhead.
Krsna Book 88: The Deliverance of Lord Siva