Paul thinks the consequences of Christ not being raised are worse for those who believe than those who never did if it were to be true Christ was not raised.
I think the problem with the idea of eternity is that we do not have any direct experience of it, but we encounter enough of its possibility to be unsettling.
When we pray to Jesus, we pray to the King's right hand. We know one who has the Father's ear, respect and trust. And the one who intercedes for us is still one of us, with nail-pierced hands.