Spoilers ahead. Buddhist cosmology holds that we do sort of live forever via reincarnation. But just like the last season of the show, the Buddha realised that

Spoilers ahead. Buddhist cosmology holds that we do sort of live forever via reincarnation. But just like the last season of the show, the Buddha realised that such an existence would be a kind of cosmic horror. You would be stuck in a cycle of desire for all eternity. So the solution would be to seek an escape aka Nirvana. I believe the show itself was heavily influenced by Buddhist ideas.