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Something that puzzles me is that many stories about the gods show that the gods exhibited immoral behavior sometimes. For example, Indra had sex with wives of Rishis.
So, what exactly do the gods mean? Enlightened sages don't behave like this. But gods do.
How to explain to children about Rama and Krishna, when complete celibacy is demanded of Hindu sannyasins?
And since Knowledge of Brahman is the goal, what is the role of gods in that?
Devas(Gods) are considered the positive , life sustaining forces of nature(like Sun,Moon,Vayu or Wind,Agni or Fire ,Varuna or Water etc) and it is usually the Dharmic behavior(lawful.legitimate as defined in Hindu Shastras) that is expected of them .
However, that is not always the case,as we have seen many a times,including in the Indra-Ahalya episode which you have mentioned in the question.
Being Devas, they are more prone to Dharmic behavior but deviations from that can not be entirely ruled out.
Simply put,Devas are never defined strictly as ones who only follows Dharma.
The Apastamba Sutras says,for example:
Nadharmaadharmou charatah aavaasyah iti na devaah, na gandharvaah, sa pitarah ityaachakshate ayam dharmo amayadharma iti,
Aapastamba states that those high practioners of Dharma have no special considerations as being ‘mine’ or ‘thine’, be they Devas, Gandharvas, Pitru Devas and so on
Because, they are fully within the bounds of Maya(illusion) where as enlightened saints are beyond that.
Just like the Veda versed Brahmins ,& those who know the difference between Dharma -Adharma can even commit misdeeds at times,so can the Devas.
The Parashara Smriti says:
Veda vedaanga vidushaam Dharma shastram vijaana - taam,Svakarfma rata Vipraanaam svakam paapam nivedayet, Yatpaapam kartru vyatiriktena kena chidapinajnaatam,Tadrahasyam tasya praayaschittamapirahasya kartavyam
Veda vedaanga vidas and experts in Dharma Shastras too are at some points of time might perform misdeeds surreptitiously
How to explain the children of Rama, Krishna. while completely celibacy is demanded of hindu sannyasins?
Krishna and Rama were both Kshatriya kings.They were not Sannyasis,so maintaining celibacy is never a must for them(except of course during the time when they were students).
Maintaining celibacy is a must for only students(brahmacharis) and for those who have taken Sannyasa vows,i.e the Sannyasis.
and since Knowledge of Brahman is the goal, what is the role of gods in that?
Obtaining the knowledge of the Brahman ,which is pervaded by Maya(illusion), is the goal for all beings as per Hindu philosophies.It is said that only Brahaman exists whereas we perceive it differently or in many varied forms only because of that Maya.
For proper functioning of society, procreation is necessary and everyone cannot and should not renounce the worldly life to become a sannyāsi.
From An Essay on Hindu Ethics by Swami Nikhilananda (Ramakrishna-Vivekananda Center, NY):
The debt to the Rishis, from whom we inherit our spiritual culture, is paid through regular study of the scriptures.
The debt to the ancestors, from whom we have received our physical bodies, is paid through the procreation of children, ensuring the preservation of the line.
From Hindu Dharma: The Universal Way of Life by Swami Chandrasekarendra Saraswati
A man needs money and material goods to live in this world. As for kāma or carnal desire, it is needed so that children may be born according to their past karma. Until we have lived out our karma we too will have to be in this world. In this way if we want to give a chance to others, we have to earn money and experience kāma so that they these others may be born again. We need householders to feed sannyasins who have given up karma. It would not be practical for all people in this world to become ascetics. The śāstras extol householders as the backbone of society since they live, or are expected to live, according to the dictates of dharma and fulfill the requirements of student-bachelors and ascetics.
And Bhīṣma explains in Śānti-parva of Mahābhārata, how a married person can remain a brahmacārī by following certain rules:
Yudhishthira said, 'How can one practising such penance come to be regarded as one that is always fasting or as one that is ever devoted to the vow of Brahmacharya, or as one that is always subsisting upon sacrificial remnants or as one that is ever regardful of guests?'
Bhishma said, 'He will be regarded as one that is always fasting if he eats once during the day and once during the night at the fixed hours without eating anything during the interval.
Such a Brahmana, by always speaking the truth and by adhering always to wisdom, and by going to his wife only in her season and never at other times, becomes a Brahmacharin (celibate).
By never eating meat of animals not killed for sacrifice, he will become a strict vegetarian.
By always becoming charitable he will become ever pure, and by abstaining from sleep during the day he will become one that is always wakeful. Know, O Yudhishthira, that that man who eats only after having fed his servants and guests becomes an eater always of ambrosia. That Brahmana who never eats till gods and guests are fed, wins, by such abstention, heaven itself. He is said to subsist upon sacrificial remnants, who eats only what remains after feeding the gods, the Pitris, servants, and guests.
Such men win numberless regions of felicity in next life. To their homes come, with Brahman himself, the gods and the Apsaras. They who share their food with the deities and the Pitris pass their days in constant happiness with their sons and grandsons and at last, leaving off this body, attain to a very high end.
