Would you rather never be born and never suffer, or live and have a chance at finding happiness? There is no guarrantee that you will be happy, is possible that you will suffer until you die.
If you could restart your life, but you lose all your skills, memories, etc., you have a hard reset, and you restart in current time as a fetus, would you do it? You would be genetically identical as you are now. You can write down your life story and stuff for your future you to read when you grow up, you can leave money in a bank account, you are the same person, just super younger. Like being your own child, but there is no other parent.
Would you become permanently immortal if you had the choice? With no other bonuses, so you can still suffer, feel pain, get sick, have normal human strength and computing power. There is no way to undo immortality, you are stuck in life forever, for eternity.
What about with the bonuses? If you are also invincible, can't feel pain, nothing can hurt your body, don't need to eat to maintain health, you can run around naked in winter and feel fine. But you stilll have normal strength, so if someone pours molten iron on you, you're stuck.
What if after death there is reincarnation each time, and you don't get to choose what you live as? It mostly depends on where you died, but you can be reborn as anything, for example a fly, a beetle, a fish, a chicken in egg factory, a cow in meat farm, whatever. Wouldn't it be better to be immortal with bonuses, knowing that you will never suffer like those animals do? There is no escape from life, but at least you wouldn't feel pain.