If we believe that physical reality, this world, and our bodies and desires, are fallen or bad, then we want to keep escaping the world and escaping our desires and bodies.
This is pain and illusion. It is not possible to do either. It is also the wrong direction to take. Rather than leading us closer to heaven, it leads to hell. Heaven is knowing that all of nature, and our own nature, is always already perfect. The only thing coming in the way of experiencing this perfection is ignorance of this fact.