The Realm of the Gods (Devas) sounds like a nice place to live. And, no question, you can do a lot worse. But even the Realm of the Gods isn't perfect. Those born in the God Realm live long and pleasure-filled lives. They have wealth and power and happiness. So what's the catch?
The catch is that because the Devas have such rich and happy lives they don't recognize the truth of suffering. Their happiness is, in a way, a curse, because they have no motivation to seek liberation from the Wheel. Eventually their happy lives end, and they must face rebirth in another, less happy, realm.
The Devas are perpetually at war with their neighbors on the Wheel, the Asuras. This depiction of the Wheel shows the Devas charging the Asuras.