I think senshin makes a lot of good points in the comments, but I can also see where you're coming from with this; from a certain perspective, it does seem like it would be better to try and stay in purgatory forever.
I would give two major reasons why the kids decide to pass on anyway, both based on senshin's comments:
- It's philosophically, culturally, and narratively necessary that they don't squat in purgatory for all eternity;
- They can't really stay there anyway, because the place is constructed as a giant trap for exactly that kind of thinking.
Regarding point 1, think of it this way: in a Christian setting, God would not allow people to just live fantasy lives in purgatory with no intention to pass on. It would go against the philosophy of the Christian religion; in Christianity, either you go to Heaven, or you go to Hell. God sends people to purgatory to give them a second chance at Heaven, and if they don't take it, they go to Hell. The very construction of the universe forbids people from permanently living in purgatory. It's kind of like being someone with no citizenship in any country; purgatory is like an airport, where you can stay for a while but not forever.
Angel Beats uses more of an Eastern-style religious philosophy, but the same idea applies. Who knows what happens to them if they don't take their second chance, but in the Buddhist philosophy, escaping from the cycle of rebirth through some backdoor like remaining permanently in purgatory is just as unfathomable as escaping both Heaven and Hell by the same mechanism would be in Christianity.
This is simultaneously an in-universe and out-of-universe reason. Out of universe, the writers would have written it like this because that's what their cultural background would lead them to. In universe, the characters would want to pass on for the same reason: their culture is telling them that it's unthinkable to just linger in purgatory forever, ignoring their problems. (Since some kind of afterlife explicitly exists in the Angel Beats universe, there probably are safeguards of some kind to prevent permanent squatters in purgatory, but we never see proof of this in the series since no one tries to remain in purgatory with the express purpose of remaining in purgatory.) They do all seem to decide, very quickly and suddenly, that they're ready to face their problems and pass on, but the latter half of the show had all kinds of pacing issues, so I count that more as a writing problem than an actual inconsistency in the universe.
Regarding point 2, it's not only becoming model students that will cause them to pass on; it's becoming fulfilled, in any way that allows them to move past whatever was haunting them. This is abstract enough that it seems like no matter how you tried to avoid it, you would eventually become fulfilled and end up passing on. The SSS didn't because they were purposely holding on to their rage, turning it over and over in their minds, dragged on by the charisma of Yuri. But how long could they have actually stayed like this?
As we saw in Episode 3, all it took to send on Iwasawa was a really great performance. She had no idea it was coming and didn't consciously seek it out at all; she just happened to stumble on something that made up for whatever she'd missed out on in life, and it sent her on. The things we saw send the characters on in the last few episodes probably aren't the only things that would have worked. For each of them, there is most likely a wide spectrum of events that would have caused them to become fulfilled enough to pass on. Even locking yourself in a windowless room might not have been enough to prevent passing on; for all we know, if Yuri had sat in a dark room and thought long enough about what happened to her siblings, she would have eventually come to the same conclusion she reaches towards the end of the series, and would have been contented enough with it to pass on. It's entirely possible that becoming superheroes with all the food and Internet they wanted would be enough to content them and send them on. There are traps everywhere for someone who's trying to enjoy themselves in purgatory without passing on. The only surefire way to stay in purgatory is to stay tormented and miserable, and where's the fun in that?
To end with, I'll address a few of the specific points mentioned in the OP:
- "You won't be humiliated by others for being dumb." Yuri does quite a lot of humiliation of the dumb. They don't mind because they like her, but bullying and social ranking can still exist in this world. I guess you can at least settle your differences in a sword fight or gun fight, though, since no one can die. The pleasure of repeatedly stomping down the people bullying you, though karmically a little iffy, might even be enough to send you off into the next life.
- "You can become a super hero." Sure, but to what end? There's no one to save and no one to fight. You could have fun leaping around the buildings for a while, until you think "This is so much fun! I love being a superhero!" and then poof, off to your next life.
- "You can play video games and program your own. You could create and share videos on sites or social networks like Youtube and Facebook." We don't know how much of an Internet actually exists. There might not even be an Internet; you might be limited to desktop apps that you burn to discs made from dirt. Even if there is, there might not be any Facebook or YouTube, and you'll have to make them yourself. Then you'll feel all satisfied that you recreated YouTube, and then poof, off to the next life. On the other hand, the only operating system available is Macrosoft Winding, which seems to be based on Windows, so using the computer might be a good way to stay angry and miserable so you don't pass on.
- "You could reincarnate into something or someone who is way worse off." I actually think this is pretty unlikely. In Buddhist philosophy, what the kids are really doing when they come to terms with their bad memories is getting rid of a negative karmic seed and ridding themselves of an attachment to the physical world. These are good things in Buddhism; they help you reincarnate into a better state and bring you closer to breaking out of the cycle of rebirth. So if anything, they would probably reincarnate into a better life than the one they left. (And the "terrorist in Gitmo" scenario is unlikely because reincarnation in Hinduism and Buddhism starts you as a newborn, so even if you began as a newborn Yemeni villager, you would still have the choice not to be a terrorist.)
- "You're probably going to lose your memory." They probably were afraid of this when they chose to pass on. Kanade and Otonashi certainly were, anyway. But the other reasons for passing on were persuasive enough that they overcame this fear.