Just as a rotating wheel needs a stationary or changeless axle to rotate, the ever-changing manifested physical world needs the calm and changeless unmanifested entity to sustain its existence.
Arjun, like us, is at the level of the manifested human body and is worrying about the death of his relatives, who are just manifested entities. Krishna, the supreme lord, presently in a manifested form explains why and how the unmanifested sometimes needs to take the manifested form.
He says, "I am unborn, eternal and Lord of beings. Presiding over my prakrti (cosmic nature), I embody myself by self-evolved maya (4.6)". Through maya, which is but a thought, the unmanifested manifests, as does the paramatma. The only difference being the level of consciousness, desires and the degree of compassion.
Krishna further says, "Whenever there is decline of dharma and rise of adharma, then I manifest myself (4.7) - For the protection of sadhu (virtuous), for the destruction of the dusht (wicked) and for the establishment of Dharma, I am born from age to age (4.8)".
The masters often quote these verses to assure everyone that the paramatma is nigh to protect the virtuous. A simple literal meaning indicates that he would come to the earth as an avatar whenever dharma or righteousness is declining and adharma or evil are rising.
At a deeper level, questions arise as to what is dharma and adharma; who is a sadhu and who is a dusht; what distinguishes them?
In the case of sadhus and dusht, their quality of saintliness or wickedness needs to be protected or destroyed rather than the individuals themselves. Similarly, dharma and adharma can be taken to be the direction of travel towards that eternal state or away from it, needing the help of the paramatma for course correction.
Source - Daily World