Exactly. If we set our minds to it and dedicated enough resources we could likely reach the next star within the century: 40 years travel time at 0.1c with something like nuclear pulse propulsion, and we could probably get the remaining technical challenges for achieving that out of the way in 30 years.
If I was a really advanced civilization and the universe was nearing its end, I'd embark on a project of unparalleled scale that might wind up resembling a big bang with a spark of panspermia-precursor seasoned in.
Indeed, we know so little about the nature of things that it's really a bit premature to hold our current understanding as the final word over what will happen.
For one thing, a large fraction of possibilities involves simulations. In a simulation with successful traits, some constants and elementary particles might turn out to have been misunderstood later on...
In a physically constrained system all exponential growth becomes at best a sigmoid sooner or later... it's only sad if you let it make you feel this way.
Without travel beyond our solar system, we won't last forever.
And that's kind of sad for me.