Be someone who can die without regrets and then die without regrets.

That would be a blessing indeed.
But if it really is the end, I would prefer having
pleasant last moment .It's really confronting to think about those things in all honesty.Thinking about that your days are numbered.Sudden deaths don't fit quick well in your agenda a.k.a hopes and dreams.

Even the immortals will have to face the heat death of the universe.

They had billions years to live surely at that time time travely technology is already devolped .So I think they can evade it.