What about the hope that fundamental physics breakthroughs enable escaping that outcome?
Or, if that doesn't pan out, what if your goal is to be the last one standing for the chance to see if something else happens next? New big bang? Simulation ends and you get loaded into the next as your prize? You won't know unless you try to find out!
We are pretty sure about that entropy thing. I'm not sure I'd bet against it. It'd also be a very, very long wait. I imagine any more immediate death is preferable.
It's going to be cold and lonely when the lights go out. This is the price we pay for an ever expanding universe.
I do admire your optimism, however.
I'd imagine that an intelligent life form surviving until the very end of the universe would be suffering a long and lonely death. As the heat death of the universe happens, over billions of years, there would be very little of anything left but isolation - for a very, very long time.
I'd hate to be the last one standing without enough usable energy left to even extinguish your own life force. I don't find that appealing, not even a little.