Just read over the story (okay, browsed really so I am working on incomplete information and thus this isn't a 100% proper assessment) so I'll list my thoughts on the matter.

[1] Celestia here doesn't seem to be having fun. I know well that this deals with the death of her prized student and that isn't a thing to be happy about but there are so many other things that she doesn't seem to enjoy. Such as when she mentions she doesn't look at the moon anymore. Her sister controls the night, had an episode 1,000 years ago when she thought her work wasn't being appreciated, and was recently freed from being imprisoned in the moon itself.

If Celestia made it a point to stay up and look at the moon more and maybe say, "For a millennium, I raised the sun at dawn but ignored the moon, I took it for granted. Then when I was forced to imprison my sister, I raised the moon as well. For a thousand years I carried that thing through the sky, looking at the picture of Luna imprisoned in it. Generations of ponies looke up and saw the "Mare in the Moon" not knowing who she was or if she was real."

"Then, Twilight came and with her friends freed my sister from her curse. That day I got my sister back, and for once I could watch her raise the moon as she did all those years before. That day, I and so many others were able to look up at the beautiful moon in the sky and see it as it had been before it had been used as a prison."

"I must say, the moon is beautiful."

Basically.... this is character who had seen things as they were thousands of years before and watched things grow and develop and had even orchestrated a thousand year long plan to save her sisters and (to an extent) restore the moon to the way it looked per-banishment. It would make sense that she would seek to look at the beauty in things.

Or even "Heh, I remember those first few years. Every once in a while after a hard days work I would prepare for bed as I have done for centuries. Then, I would look out the window and spot the moon... only it was different! I'd blink look again to find that the Mare in the Moon was gone and I'd panic. Hah hah... I remember once I was worried that Nightmare Moon had escaped when I wasn't looking! But then I'd remember how Luna had gotten out and Twilight freed her."

"Then, on those nights I would find my sister standing on the top balcony, looking up at the stars as she moved them into place. I would stand there and admire them as she worked."

"I can't believe I never appreciated the work she puts in all those stars."

Or whatever... I guess I'm saying that with immortal characters it would make sense to have at least one major thing that they really enjoy. Something they have done over the centuries that they are very proud of, or some hobby that they have tracked for all this time and they note how its changed. ("I pity the people who think cheddar is the only type of cheese around. I've traveled the world and had cheeses from all over... I've even got a 200 year old wheel of English Brie in the cellar... I really should crack that thing open one of these days for a special occasion. Hell, I'll do it this thursday. Make a party of it.").

[2] She seems to talk down to the ponies (or "mortals") around her. I think that's what gradually put me off Methods of Rationality and Luminosity is that the protagonists of these sorts of "Rational" stories seem to plop labels on others. Oh I know that deep down we all have habits and ingrained instincts and stuff and a sufficiently intelligent person can see those things as they really are but its rather off putting when the protagonists have such low regard of people who aren't immortal super geniuses.

"That was why I instituted cutie marks. Mortals are like apples, and will thoughtlessly grow wherever they fall unless you give them a good kick."

Because obviously labeling every singly pony in the world with a permanent symbol on their bodies that represents (what one can assume to be) their life goal is totally conductive to making ponies go about and try new things. IN OPPOSITE LAND!

(Sorry, about that. Its just the idea that sufficiently advanced intelligence would covertly label people with symbols to designate their status in life doesn't seem very friendly).

[3] As far as the life vs death thing goes... I'm of the personal opinion that living beyond the point where life isn't enjoyable isn't necessarily a good thing. If one can increase the happiness of a living person then that's great. If you can prolong the life of someone who is happy then that's also good. If you prolong the life of someone who isn't enjoying themselves... then it kind of defeats the purpose. (plus there are cases involving those who cause unhappiness for other in which case prolonging life isn't good) The Celestia in this story doesn't seem to enjoy herself so there really is no reason why she can't pass on the torch to someone else who might do a better job of it.

Or alternately, have Twilight analyze whatever magical essence allows immortality and try duplicating it.

As a side note: Living for the benefit of others is also a good thing (though not ideal). If someone doesn't personally enjoy their life but brings happiness to others then one can argue that suicide would be inappropriate.

"Twilight, I've never really said this before but I really don't enjoy life... oh, I don't hate it or anything but sometimes when I'm not working then I just feel... empty. Like whatever spark in me allows for self-enjoyment has been extinguised long ago. My purpose in this world is to raise the sun, to rule Equestria in a benevolent manner... and that's it. I've eaten so much cake over the centuries that it has stopped being a novelty, sex, games, theater, books... I've either experienced them all or reached the point where I can't imagine experiencing them would improve my quality of life in any way."

"It could be a chemical imbalance, some side effect of my condition, or perhaps my mind has had so many experiences over the eons that there just isn't that much room for anything else anymore."

"The point is that right now I live for others. I do not fear non-existance for my own sake, I just know that if I were to... die then my little ponies would not know what to do. They need someone to lead them and care for them and right now I think you would be an ideal candidate."

"A long and well-lived life is a blessing and I have lived over a thousand years before I found it no longer bearable. Perhaps you will last for two thousand? Heh... it is a puzzle, to live forever with only the limits of the mind to hold you back. I'm sure between you and Pinkie, you will find an answer to that."

(sorry this came out really long and the auto-formatting made it look weird)

Well, one other way to look at it is that "you" are a self-modifying computer program who just happens to be operating on a neural net that evolved inside of biological self-replicating machine.

The fact that your body (which comes equipped with reproductive, digestive, and various locomotive and manipulating organs and appendages) happens to be running you as its operating system as opposed to running say... the mind of a dog, fish, gorilla, or stagnant vegetable simply means its survival chances are higher when it has someone intelligent at the wheel.

The body is essentially a self-replicating machines with all its immune system and digestive track and other bits to perform its needed self-replication. But alone it isn't capable of meeting its own needs without a mind (aka You) to help it maneuver through its environment. Plants have no minds because they only work through photosynthesis and absorbing nutrients from the soil, they also get eaten by herbivores en mass. Animals run primarily through instict, basically working like old-school computers on legs running some basic instinctive programming that is rather difficult to self-modify.

You are an intelligent self-aware optimization process that is currently operating on one of the best computing platforms that nature has managed to cobble together over millennial of evolution. Your basic human body, devoid of a personality and collection of acquired cultural memes, is little better than a mindless vegetable or a feral animal (sadly one devoid of claws or other natural defense mechanisms). Your body counts on YOU to help it operate its limbs and vocal chords to help it mover around and navigate an increasingly complicated world.

Fortunately, YOU are smart enough to learn about things like nutrition, exercise, medicine, and potentially various trans-human technologies that could help you maintain your body better than it could ever do on its own. If you have a heart condition that could kill you (and your body), you can find ways to cure it or get a replacement heart. If you find your condition incurable then you could potentially enact plans to prepare for your eventual death, ensure your progeny (or other humans) get the resources they need to survive, you could even donate your organs for transplant to improve the survivability of others.

Or you could invest in cryogenics to have yourself frozen and possibly revived and brought back to life later. If evolution had ever found a way for your body to reanimate itself after death then it would gladly have taken it (there are plenty of creatures who's bodies can regenerate limbs or survive freezing cold or poisons). As your bodys Operating System, it's your job to decide how to best improve both its and your own survival.

Or you could try downloading yourself into a completely new and better optimized body instead of your regular human one. If you try that... then I guess your mindless vegetative body won't complain.

The chief question here is if I would enjoy existing in a universe where I have to create my own worst enemy in the hopes of them retroactively creating me. Plus, if this Jerk is truly as horrible as he's hypothetically meant out to be then I don't think I'd want him creating me (sure, he might create me but he sounds like a big enough jerk that he would intentionally create me wrong or put me in an unfavorable position).

The answer is no, I would refuse to do so and if I don't magically cease to exist in this setting then I'll wait around for Jane the Helpful or some other less malevolent hypothetical person to make deals with.