Because the nature of this mortal life is that it is transient - intrinsically prone to corruption (decay, disease, death). Our hope - to remain hope - needs to be in that which lasts.
That eternal life of Heaven which Jesus gave us, if we wish to have it; is not merely about you and me not-dying. It is about that permanence which cannot be had in mortal life.
Hope needs to be in some situation where we can build to last. Because on earth nothing lasts, not even the earth itself.
Mortal transience isn't some kind of a divine mistake nor punishment. Transience is essential. Our mortal life on this earth is always changing because it is designed for our learning. Here and now; we can create but it will not last: our mortal creating is for the purpose of our learning.
And, on the other side, heaven is about creating, not learning. Heaven is not much of a place for learning - Heaven is designed for creation.
So there is a polarity between learning and creating: one cannot have learning without creating, nor creating without learning; but earthly mortal life is strongly orientated towards learning, while Heaven is orientated towards creation.
On earth nothing lasts, and if mortality was everything then hope will die.
But in Heaven all good things last, and actual hopes stay true.