This life is our only chance to do good deeds and worship Allah and enjoy loving Allah and serving His creatures. The Hadeeth says: Living in this life adds on the believer more bounties. The desire to leave this life should never be because of losing hope from the Mercy of Allah (SWT) as it us one of major sins which leads to hellfire. We always need to trust and hope The Great Mercy of Allah and never feel hopeless no matter what difficulties we face or fear to face.
We have in the Hadeeth that if someone is very tired in this life and wishes to leave it, he should pray saying : O Allah, keep me in this life as far as remains in this life is good for me, or take me from this life whenever You Know that leaving this life is better for me.
Wassalam.