We Need To Bend To God
Jesus said that He could fulfill desires in us that nothing else can fulfill (John 4:13-14; 6:35). That's because we're not just physical beings, we're spiritual beings also. Only God can fulfill our spiritual hunger and thirst completely. And while we may be happy without God, it is only by knowing God that we can have true joy, fulfillment and peace.
And there is also the question of eternity. What if your limited time on earth is a time of testing from God? A test to whether or not you will come to know Him? If so, how are you doing on that exam? Are you (as it says in Romans 1) "suppressing" the knowledge of God? Do you see the evidence for His existence all around you, yet are not wanting to acknowledge Him?
What if you never receive God into your life? Well, as you've mentioned, you can still enjoy the benefits of this life. But know that for you it will end here, because you've chosen to reject God. You've accepted the gift (your existence), but rejected the Giver.
What if God hasn't even shown off yet, but has a lot more creative things planned for the next life? For those who haven't rejected Him? What if that life surpasses this life even more than driving a Porsche surpasses riding a tricycle? If you have rejected God, then you won't be there to see it.
For more insights to this subject See "Whats My Purpose In Life?"