The Lord is impartial in every respect, but still He is inclined towards His devotees because there is a great necessity of this for everyone's wellbeing. The Pāṇḍava family was a family of devotees, and therefore the Lord wanted them to rule the world. That was the reason He vanquished the rule of the company of Duryodhana and established the rule of Mahārāja Yudhiṣṭhira. Therefore, He also wanted to protect Mahārāja Parīkṣit, who was lying in embryo. He did not like the idea that the world should be without the Pāṇḍavas, the ideal family of devotees.