First of all, being immortal to external means doesn't mean that you shouldn't be able to take your own life, or pause it. Secondly, sustaining your post-human life requires energy, and as entropy decreases and the universe approaches a heat death, there will be no energy to use. So you'll never truly be immortal (unless you can jump to another universe or something).

If you're feeling lonely, why not simulate your own company? If there exists a desire to become all-powerful and everlasting, why would we seek to complicate our lives with unknown factors other than to flirt with the limitations of our power and knowledge (presumably other consciousnesses would be 'unknown' to us, sort of like subnetworks on the internet)?

I don't see the problem. What's the difference between reality and a simulation? For all we know, reality is a simulation. My point is that it doesn't really matter.

Furthermore, we have an entire universe to explore. There's still enough reasons to remain in our reality.

When you can learn everything just by downloading it, where does limitation come from? What purpose can you direct yourself to when you are essentially all-powerful, and why would it be likely that such all-powerful consciousnesses would be cooperative rather than adversarial?

What do you suggest we do instead? Regress scientifically and technologically? You can download and learn information right now, the potential difference between now and the future is that we have to take time to learn it.

Finally, how would abandoning the human form impact perceptions of time? Presumably an increased cognitive capacity allows for more to be observed in a shorter amount of time, thus 'slowing down' time, but wouldn't the ability to essentially automate all of your actions without any need for what we might recognize as toil or boredom result in the whole journey going relatively quickly if you don't manage to crack entropy in that time frame?

Possibly. But I'm certain that regardless of how quick you perceive time due to this effect, the perceived time will still be a lot longer than the measly 90 years or so we live today. So in that sense, it's not really a problem.