As Aatma is considered Nirgun (formless), it doesn't contain any senses, heart nor mind. Although, Aatma is considered to know everything as it is akhandit (can't be destroyed with time), it still doesn't have the knowledge of itself. Hence, it is on a journey toward Aatma-gyan (self-realization).

Krishna in the Bhagwat Gita does mention that as we prefer wearing clothes, Aatma prefers wearing a body. The body is its vessel that will aid in it experiencing the world.

Why is this experience important? Through involvement with the world, does the Aatma gain Aatma-gyan (self-realization).

What is the primary purpose? That bird that was searching for food, became so invested in the search itself and in the pleasure it would obtain from satiating the hunger within, that it forget its primary goal, i.e.: Eating ensures one will live, and only if one lives can one experience the world, upon which one gains Aatma-gyan (self-realization).