Considering that immortality comes with command seals and constant fighting other herioc spirits, it's not too endearing to me. Besides, what do herioc spirits do when there's no Grail War going on? Do they even exist as a sentient being during that period or are they just some ethereal idea floating around in a void of memories? And what would happen to them if the Grail manifests (meaning no more Grail Wars and thus no more summonings)?
That immortality may not actually be immortality at all.
Heroic spirits are always fighting. To give an example during the fifth war there is 48 Cus all fighting ect. The "real" body of the heroic spirit exist in the Throne of heroes, once the war is done bits of that data are sent to them but they don't remember everything that happen,, all they get is data on other heroes and other stuff to help them. If a hero does gain true incarnation tho, that version will stay in the world until they die and then they will go back to their real body(so Gils real body will not have the after effects from Zero) The hero exist outside the time axis.
They also exist from all eras of time, past, present and future, along with different types and such. This will be explained in season season. Saber is also an exception to the rule because of the nature of her contract(hence why she remembers Zero and why she can only be summonsed as a Saber)
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