The will is indifferent to individuality; it has nothing to do with it, although it appears to, because the individual is only directly conscious of will in himself. From this it is to be gathered that the individual carefully guards his own existence; moreover, if this were not so, the preservation of the species would not be assured. From all this it follows that individuality is not a state of perfection but of limitation; so that to be freed from it is not loss but rather gain.
Your Individuality is a limitation! The ultimate gain will come when we die. Why not kill ourselves now? Well, then the preservation of the species wouldn't be assured. I don't think that Schopenhauer is being ridiculous or anything, I guess I'm just not entirely convinced that our death will be "not loss but rather gain." But it's certainly an encouraging thought.