This question instantly makes me reflect on my own personal philosophical beliefs. Everyone has a different way of looking at things. Even if people subscribe to the same "religious" philosophy, ultimately we each choose what it is that actually speaks to our core.
Many people struggle with death. For me, the sadness comes from the loss of contact and not from a belief that I WILL NEVER SEE THEM AGAIN. Death, for me, is a birth into another existence. There's nothing far-reaching about believing in that. With that being said, if I could live forever in this existence I WOULDN'T! Remaining in the earth dimension means I'm stuck... no progression... and I want to move on to the next stage. Living forever on the earth without a way off of it is like playing a game of baseball and never ending it. At some point, the game must end.
Many eastern religions/ philosophies believe in reincarnation -- that our souls are immortal and we are birthed into many different existences. I tend toward the belief that it is possible. One finite existence seems to be the enemy of infinity and abundance. Our universe is ever expanding, infinite, and if God is the Creator -- why would he limit us to one mortal existence? Why would I only get one opportunity to learn whatever it is I need to learn here upon the earthly plane?
Wow... that was a mouthful. Me live forever? Here? Nahh... Not me!