Was it ever said they’re immortal? Abstraction is a death of self they all risk eventually succumbing to. And we don’t have a reason to think that the 90s computer the all trapped in will run forever.
Overall sounds like you would agree Gosenworks' entire thesis, which is: 'There is meaning in a stagnant existence.'
Even so, just the very idea that you are not real, and never were, that all your past, all your memories are a lie. That you are at best a copy of someone, and that your death will mean absolutely nothing to your loved ones, because as far as they are concerned you don’t even exist, and that the life you thought was yours was someone else’s. Or that nothing you ever do will ever matter in the real world — would be enough to drive some people mad.
But like you said, some people, like Goosework himself, do cope with life's hardships through hedonism.