Answer
We are aṁśas—small parts—of Krishna. Krishna is fully independent (svarāṭ), whereas we possess only a minute degree of independence. This limited free will has been given to us so that we may voluntarily choose to love and serve Him.
However, that same freedom includes the option to turn away from Him. That is what has happened—we have turned away from Krishna and come into the material world (bahirmukha condition). When we turn away, the first symptom is the development of independent desires—the desire to enjoy separately. In response, Krishna facilitates this by providing the material world, and māyā engages us within it.
Now, although all living entities have free will, its expression varies across different forms of life. It is most fully manifest in human life. Even within human beings, it is more clearly expressed in those situated in sattva-guṇa (clarity and harmony), somewhat less in rajas (passion), and even less in tamas (ignorance).
In lower forms of life, this freedom is greatly restricted. Plants, for example, have very minimal expression of free will—they mostly grow and remain fixed. Animals have more freedom—birds can fly, animals can move—but their capacity for higher choice is still limited.
In human life, however, free will is sufficiently developed to inquire into higher truths. Especially when one lives a more peaceful and clear (sāttvic) life, one gains greater capacity to reflect, choose, and act consciously.
Therefore, human life is unique. It gives us the opportunity to understand ultimate reality through knowledge received from śāstra and the ācāryas, and to consciously turn back toward Krishna. Other forms of life are largely bound within illusion, but the human form offers the possibility of liberation.