The 'heat death' of the universe that's being referenced here as a 'popular science concept' is not a cataclysmic event. The first law of thermodynamics tells us that energy cannot be created or destroyed. You can draw an equivalence between mass and energy if you want to be strict about this, but barring something 'external' to the universe inputting in energy, the starting total energy that we can work with is finite. As you perform energy conversions, some of that energy gets converted to heat, which then diffuses out and causes the average molecular kinetic energy to rise (i.e. temperature), which causes the degree of disorder or 'entropy' of the system to rise.
In practice, this is not a reversible process (you can theoretically have an reversible adiabatic process where the net change in entropy is zero, but you cannot even theoretically decrease entropy over time). As a result of the second law of thermodynamics, the total usable energy of a closed system decreases over time. In the limit as time approaches infinity, the total energy gets converted into heat, which then diffuses out over infinite space, and then the temperature goes to absolute zero.
You'll note that I said 'in the limit'. Diffusion equations take an infinite amount of time to completely average out. That means that you never actually reach this time point, although you'll get progressively closer to this zero usable energy state over time (albeit progressively more slowly). It also assumes that the universe is a closed system, which we really have no way of knowing. There could be an army of small duracell rabbits dumping fresh energy in from the outside.
This is also the reasoning behind why perpetual motion machines do not exist.
Philosophically, you can interpret this to mean that all things are transient and fleeting, which fits in with our own experience of life as humans. And the real question being asked is philosophical, not literal: Why live, when all things surely perish? Why learn, when all knowledge is eventually lost? And the resolution to this conflict is in Y'shtola's response. It's about the journey. Even if we're all eventually destined to 'lose', that doesn't stop us from having a ton of fun along the way. Nihilism is not a sustainable philosophical stance. It's just a temporary place, a bus stop for lost souls.
If you really want to be critical, it's worth noting that most of the 'failed' civilizations in Endwalker are built entirely around a singular viewpoint that encapsulates the entirety of society. In particular, the Ea, the Plenty, the Omicrons, and even the Amaurotians have progressed towards some form of 'collective' hivemind viewpoint that deemphasizes individuality and personal expression. In practice with human society, one person could be having a philosophical meltdown over the inevitable end of all things, while another could be having the absolute time of their life. In a way, dissention and diversity makes society robust, and is why we're able to get past all these little hiccups.



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