I think after a while immortality would get boring. Why do so many immortals turn evil? Because good isn't very interesting. I'm sure vampires have the same concerns, although they tend to be more concerned with finding trustworthy servants to watch over them while they're dead for the day.
I disagree with several of these premises. I know that it's common practice to portray immortals as filled with ennui, jaded and having seen/done everything before, but I don't think this is an accurate portrayal. If you're not positing someone who is undead, and therefore forced into a static state (which, granted, is the commonest form of immortality but perhaps not the 'Highlander' or Tolkien elf version currently under discussion), then there's no reason to expect that people wouldn't continue to change as they aged, even over hundreds of years. Riding a bike is not the same at 10 as it is at 30, and not just because of physical aptitude. It's different because
you're different when you're 10 than when you're 30. They say your tastebuds are completely renewed roughly every seven years. I bet you can think, easily, of a dozen things you ate a decade ago that you wouldn't dream of eating today, and likewise things you eat and enjoy regularly that an earlier you would have found disgusting. I bet you can even think of things you used to eat which, when you eat them now,
taste different. The same goes for any sort of art you enjoy or practice. People change and reinvent themselves all the time. It's far more challenging to remain the same than it is to change. Very few of us die (or lose our minds) from boredom. I don't believe this would suddenly change if people were to become immortal.
It is culturally assumed that people become adults and are somehow fixed at that point in personality, temperament, tastes, whatever. It seems to be necessary to a sense of self to anchor identity in our habits and a fixed personhood. We develop philosophies. We talk about ourselves as if the current self is the only self. But really, there's nothing fixed about us, we change all the time. We are not the same people we were, and will not be the same people tomorrow, whether that tomorrow is one or one thousand days away. The idea of our lives as a flow of the same being through time may well be flawed.
If you believe technology is moving our lives toward ever faster change, as some do, there's less every day to be bored with. I love living in the future, and I bet I'd love it even more in a hundred years, and even more in five hundred years. Joie de vivre and long life are not mutually exclusive.
I also disagree with the premise that good is not interesting. I'll grant you that storytelling without conflict is flat, and conflict often requires sides, but to extend that to actual existence oversimplifies by squishing life into story, where it has never fit well. If good were so uninteresting, most people would not spend so much time defining themselves as good people.