Planescape: Torment. Yeah, I know. Lots of love and time put into the story and characters made by a beloved developer of time-honored games. I respect that.
Bottom line is that I found the gameplay totally last-minute and I generally find any story about immortality ridiculous when everybody in the story is absolutely certain of the existence of an afterlife. You want to make a compelling story about why immortality is a bad idea? Make it in a universe with no gods and no experiences after death. Then I'll listen to what you have to say on why people should still die.