Perhaps Ah Fu could, but Tang Ye and Ah Fu were in a superior-subordinate relationship. Maybe all the silver-armored zombies he infected would gain immortality, but Tang Ye wasn't certain he could stomach the feeling of standing above it all indefinitely.
There was always a certain freshness that people felt towards something at the beginning. However, with time, the novelty wore off and boredom set in, resulting in eventual detachment. Tang Ye was familiar with this very human tendency and hadn't yet outgrown it.
Tang Ye should've been pleased with the concept of eternal life, but with the advanced logical reasoning capabilities he'd gained as a Level 6, he quickly processed past his initial excitement at immortality and started confronting the loneliness it promised.
Death didn't scare Tang Ye, he only feared dying before fulfilling his goal. But once the goal was reached, death became a rather indifferent existence for him.