The source of everything in our world comes from a deeper source within us. When we tap into that source, that part of us that is eternal and ever present, we are able to experience a level of happiness and fulfillment that might otherwise allude us. Matter also springs from this very source, and by itself is subject to the law of birth and death.
So if we solely identify ourselves with our material lives, something will always seem to be missing. This is not to say that our earthly lives have no meaning to them, but rather that aligning our earthly lives to our spiritual lives gives us a sense of deeper purpose and happiness.