Probably one of the most compelling conversations in this story for me. I wonder if a kind of Epicurean notion of death might be a less easily mockable alternative to Harry's hope for immortality.
Namely, some ethical theories say that Badness must be experienced, that there are some states of mind like pain or frustrated desires (experienced as frustration) that are bad. When someone dies, they don't have any of those states of mind because the brain stops and the mind ceases to exist.
So death under that ethical theory can't be Bad for the person who died. It can be Bad for their loved ones who will miss them, but that's uncontroversial, even Dumbledore says something along those lines.
Harry seems to express the deep deprivation that death causes, all the Good that he won't experience if he dies. I think a somewhat compelling thought is that Good is the removal of Bad. That to want to read all the books and being sad if you can't is Bad, so getting to read more books is Good. If one dies, then there is no experienced Bad so how could there be less Good (if Good is the absence of Bad).
Harding also didn't join the League of Nations or forgive Germany's war debts, both of which seem likely to have increased the odds of WWII.