Why did Sai Baba, a being beyond birth and death, take a physical form in Shirdi?

Sai Baba, who is described as the complete Supreme Brahman and for whom birth and death are illusions, took a physical form for a specific purpose. As Chapter 43 explains, he appeared in Shirdi with the sole desire for the welfare and protection of his devotees. He was 'gathered by the past merits of devotees, filled with devotion in an unmanifest form.' His incarnation was a voluntary act, an avatar taken to complete a task for his followers. Once that task was over, he left the body, but this was not a death in the conventional sense. It was a return to his unmanifest state after fulfilling his mission to guide and protect those devoted to him.