In the Hereafter there is eternity and resident bliss. As for this worldly life, no one is immortal in it. Allah (swt) says:

 {إِنَّكَ مَيِّتٌ وَإِنَّهُم مَّيِّتُونَ}

(Indeed, you are to die, and indeed, they are to die.) (Az-Zumar: 30)

Is it reasonable to prefer what perishes over what remains?  Of course not, so, the hereafter is better and more lasting, in it there is no sadness whereas in this life there is sadness, loss, disease, death, and pain.