We belong to another world
Someone gave me a canary to be my companion during a long sickness. If I told that bird, “You are in this tiny, little cage and you have wings, but this is the right place for you,” I'm sure the bird would be depressed. If, however, the bird could understand, and I said to him, “You're in the wrong place. You have a gift of song that should mount to the heavens, and you have wings that should fly” the bird would then be happier. So we are unhappy when we are locked in this little cosmos, which could be shattered by a bomb. But if we are told that there is another world, then life becomes a little bit happier.