Is the human self nonexistent?

Maybe, but not if these immortals embodied anything like the "hard wired" damage = pain = suffering circuit in their basic sentient beings. They would know better.

They might be incredibly selfish entities, choosing to play games about what eye injuries they should inflict on their bodily incarnations rather than take up the Great Work of trying to move all existence to a better state.

Perhaps they are marginally better than those who try to flee to "Nirvana" or "Heaven", abandoning the possibly vast amount of suffering in reality. Though perhaps beyond physical reality there isn't much suffering at all...

My point being we don't really know that spirits are more enlightened than us, in fact it seems there are spirits that are just as if not crueler than humans so why shouldn't some of the dead be like that. They might masquerade as gods, play masochistic games with the bodies they incarnate into...basically anything we might expect from beings who've gone "insane" from being immortal.

OTOH I do think there are helpful spirits, even benevolent entities we might call "gods" or at least "angels". Whether there is a God, and if that entity is genuinely benevolent...that is a bigger question I doubt even most spirits have a good answer to...