Are you the type of person who enjoys watching a sporting event all the way through, even after it becomes apparent that your team is going to lose?
Allow me to explain. Tolkien viewed the history of Arda (and perhaps to an extent the real world) as the Long Defeat, in which things tend to run continually downhill, albeit with brief periods of advancement.
Quote:
Here ends the Silmarillion . If it has passed from the high and the beautiful to darkness and ruin, that was of old the fate of Arda Marred; and if any change shall come and the Marring be amended, Manwë and Varda may know; but they have not revealed it, and it is not declared in the dooms of Mandos.
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Watching this story unfold might become tiresome after a while...
I think the issue of whether obligatory immortality is a desirable thing is partly a question of whether one believes the future is likely to be "better" (according to whatever measure one whishes to use) than the past.