The Buddha visits Baka, who existed in a Brahma-world, and reports on their meeting.
Baka had an eternalist view; "this is where one is neither born nor ages nor dies". He also said: "beyond this there is no escape". So, just like us humans who cannot perceive the realm of the devas, the devas in the brahma-lokas cannot see the worlds which have more refined jhanas to them. They assume that what they perceive is the highest there is.
The Buddha even says so: "But, Brahma, there are three other boddies, which you neither know nor see, and which I know and see." He enumerates three realms: Streaming Radiance, which is the highest degree of the second jhana, Refulgent Glory, which is the highest degree of the third jhana, and Great Fruit, which is one of the fine-material fourth jhanas.
What is interesting to note is the Buddha does not not mention the Asannasatta Realm, which is a fourth jhana realm of Unconscious beings, nor does he mention the pure abodes or the formless realms. Something new to me is that Wikipedia contains a note that beings who die from the Very Fruitful realm are reborn in hell, as animals, or hungry shades, assuming that they have not attained at least the sotapanna stage. I had always heard that beings in the brahmaloka could only be reborn in another devaloka (whether another brahamloka or a sensual deva realm) in their next life. So that's a new piece of information for me.
Another interesting point is that the Buddha had knowledge of Baka's former life, and said that Baka had been a god of Streaming Radiance in his previous life, but he had forgotten.
Baka was under the delusion that he was omnipotent, so the Buddha proceeded to disabuse him of his thinking. The Buddha exercised supernormal powers and was able to vanish from the Brahma, but was not able to copy him. So Baka and his assembly had to admit that the Buddha was onto something.