Yudhishthira could never disobey Keshava. From his infancy Govinda was dearer to Yudhishthira than Arjuna himself.
अनतिक्रमणीयो हि धर्मराजस्य केशवः। बाल्यात् प्रभृति गोविन्दः प्रीत्या चाभ्यधिकोऽर्जुनात्॥