Answer
The problem is not a lack of knowledge. The real problem is bodily identification.
As long as one thinks, "I am this body," one remains attached to material enjoyment.
The residents of Svarga-loka possess bodies of an extremely high quality, enabling them to experience refined material pleasures. However, they are still situated within the bodily conception of life.
Within bodily consciousness there are only three modes of material nature—tamas (ignorance), rajas (passion), and sattva (goodness). These are simply different combinations of material influence acting upon pure consciousness.
Even sattva-guna is ultimately a trap.
Because one desires superior material happiness through a superior material body and senses, one attains the heavenly planets. The residents there become deeply absorbed in refined material enjoyment.
Certainly, great spiritual teachers such as Brihaspati continually instruct Indra and the other demigods. Spiritual guidance is available.
Question (follow-up):
So does that mean Bhagavatam classes and spiritual instruction are also taking place there? If so, why don't the demigods become inspired to aspire for the spiritual world?
Answer:
If they seriously heard and accepted those teachings, their attachment to heavenly enjoyment would be disturbed.
The demigods primarily worship Lord Vishnu because He is their protector.
Whenever the demons attack the heavenly planets and attempt to seize their positions, the demigods immediately approach Lord Vishnu for protection.
Their prayers are generally motivated by the desire to preserve their positions and continue enjoying heavenly pleasures—not by pure devotional service or unconditional love for the Lord.
Their attitude is:
"Please protect our kingdom. Please save our positions."
This is still materially motivated devotion.