Who wants to go to smelly, stinky Egypt? Going down to Egypt, as happened in this week's parsha, represents the beginning of galus (exile), and Chazal say that it was a special kindness of Hashem that they went down as free men and not in chains (rather just Yosef haTzadik). And in a certain sense, the beginning of the exile was even deeper, for they went "willingly".
The truth is that a person that lives with emuna and bitachon (faith and reliance on Hashem) is constantly in geula-mode, and is living a Next-Worldly (olam habadige) life already here in This World. As long as we are in galus, that is l'chatchila ("ideal")—Hashem knows what He is doing! Everything is already good.
As a matter of fact, the Chovos haLevavos (Shaar haBechina) points out how the average yid lives much better than the average goy, even though we are the ones officially in galus and not them.
The tzadikim say that at this point Hashem is waiting for just one thing before sending the Final Redemption (geula sheleima): Another yid, and another, and another, to join the "Hashem-program"!
It's not for nothing that the heilige Arizal was constantly encouraging Rebbi Chaim Vital z"l to engage in as much zikui harabim and outreach as possible (or at least daven for them!). And the Alter from Novardok z"l said like this: As much as one is doing the greatest possible chesed (kindness) to others, even more so one is developing oneself to be truly "like Hashem", who is constantly showering all of us with good. Last thing: Rebbi Avraham ben haRambam (Seifer haMaspik) says that as great as it is to give in gashmius (materialistically), it is even greater to give in ruchnius (spirituality), like in helping people get closer to Hashem in the way that works for them.
