When we read the Mahabharata, it explains that the Pandavas went to heaven. The Srimad-Bhagavatam explains they went back to the spiritual world.
One reason for the difference is the focus of the book. Since the Mahabharata focuses on action and piety in this world (dharma, artha, kama, moksa) it explains the journey of the Pandavas in this way (depicting elevation to heavens as perfection of life). The Bhagavatam focuses on pure love (bhakti) as the ultimate goal and thus the perfection of the Pandavas is depicted as the journey beyond the heavens - going back to Godhead.
Another reason for the difference could be ‘kalpa bheda’ – i.e. the activities of Pandavas in different universal timescales happens differently. In other words, in some universes, the Pandavas may perform worldly piety activities to encourage the populace in that way – their service was to set an example of doing karma kanda, to help people gradually elevate themselves.