That is because it is. Immortality to a physical body is impossible, because we are already immortal spirits. As quoted by many energy workers, the buddhists...
"We are not humans having a spiritual experience. We are spiritual beings having a human experience."
If our physical bodies never expired, we would never be able to learn. If we were always in a world of glamor, we would not know how it truly feels to be a starving child in a third-world country. Death has as much purpose as life.