Q. Why the material world/Maya has been created by Lord, when Lord wants every one to come out of Maya?
A. In Srimad Bhagavatam, second canto —– Srila Prabhupada writes in the purport of first verse of ninth chapter (SB 2.9.1)………….
The spirit soul is distinct from the material conception of his life, but he is absorbed in such a material conception because of being influenced by the external energy of the Lord, called atma-maya. The external energy is controlled by the Lord, and the living entities are controlled by the external energy—by the will of the Lord. Therefore, although the living entity is purely conscious in his pure state, he is subordinate to the will of the Lord in being influenced by the external energy of the Lord. In the Bhagavad-gita (15.15) also the same thing is confirmed; the Lord is present within the heart of every living entity, and all the living entity’s consciousness and forgetfulness are influenced by the Lord.
Lord clearly wishes that every living entity be in his pure consciousness as a part and parcel of the Lord and thus be engaged in the loving service of the Lord as he is constitutionally made; but because the living entity is partially independent also, he may not be willing to serve the Lord, but may try to become as independent as the Lord is.
All the nondevotee living entities are desirous of becoming equally as powerful as the Lord, although they are not fit to become so. The living entities are illusioned by the will of the Lord because they wanted to become like Him. Like a person who thinks of becoming a king without possessing the necessary qualification, when the living entity desires to become the Lord Himself, he is put in a condition of dreaming that he is a king.
Therefore the first sinful will of the living entity is to become the Lord, and the consequent will of the Lord is that the living entity forget his factual life and thus dream of the land of utopia where he may become one like the Lord.
The child cries to have the moon from the mother, and the mother gives the child a mirror to satisfy the crying and disturbing child with the reflection of the moon. Similarly, the crying child of the Lord is given over to the reflection, the material world, to lord it over as karmi and to give this up in frustration to become one with the Lord. Both these stages are dreaming illusions only.
There is no necessity of tracing out the history of when the living entity desired this. But the fact is that as soon as he desired it, he was put under the control of atma-maya by the direction of the Lord. Therefore the living entity in his material condition is dreaming falsely that this is “mine” and this is “I.” The dream is that the conditioned soul thinks of his material body as “I” or falsely thinks that he is the Lord and that everything in connection with that material body is “mine.” Thus only in dream does the misconception of “I” and “mine” persist life after life. This continues life after life, as long as the living entity is not purely conscious of his identity as the subordinate part and parcel of the Lord