Your question assumes that every life is worth living, and that the only point to ending one's earthly life would be to "trade up" to a presumably better afterlife. But if one's life is so bad that it is not worth living, there is no paradox in preferring oblivion. Your example of a life dominated by excruciating case might be an example where some would find life not worth living; I could imagine that slavery could so degrade those who are enslaved that their lives seem not worth living. My sense is that the prospect of avoiding future degradation or suffering gives suicide salience in cases like these, not just the prospect of enjoying a better afterlife.

Socrates' discussion of the afterlife in Plato's Apology is a fascinting philosophical discussion of possible attitudes towards the afterlife.