So, they weren't immortal machines. They were vampires.
Allow me to explain: when I was an adolescent, I played a lot of Vampire: the Masquerade. One of the conceits of the genre is that vampires don't really grow, emotionally, after their "death." They are stuck, forever, in whatever emotional context created them. This is meant to explain, for example, why vampires do silly things like become infatuated with humans who remind them of their dead wives and such. They can't really grow - well, they can, but its hard - so such attachments come easy, and are unusually strong when they form.
That's probably why I had a hard time feeling much sympathy for the main character. I am fully sick of vampires. These days, I much more identify with the flamethrower-wielding avenger (stakes are for wimps) than the selfish, craven bloodsucking fiend.
In the end, I don't think I would accept this kind of immortality, not unless I could be assured that improvements in the technology would eventually result in a fully plastic mind. And, in that case, I'd probably ask to be encoded in crystal and left there until I could be revivified with such a mind. The alternative - life unchanging, trapped in a single emotional context forever - is just too horrifying.
What saved this story for me was the gradually dawning pyramid scheme element. I thought it was very well paced. The fact that I couldn't understand why anyone could chose this kind of eternity - me, terrified-of-death me! - put a wet towel on things, but I enjoyed the pacing enough that I don't regret listening.