If you were immortal, wouldn't you truly want to explore the world and do everything it has to offer before looking at space? Living every life from hobo to muti billionaire would be an interesting experience in itself before you would start worrying about things like Entropy.
Immortality without the frailty of a body is something too that could be experienced. Who's to say we won't end up as immortal brains linked to servers powered by black holes?
Really the possibilities are endless!