Would you rather die knowing that life only exists on Earth or there is life somewhere else?

What a strange question. Death is not negotiable. What you would rather has nothing to do with it and is not worth discussing at all.

As for life, we don't even know anything about life on this planet, so it's just dumb to think about life someplace else. Life is a black swan: if you see one, you know there is at least one; but if you don't see one, you don't know anything.