Yes, I understand, Jesus is in Heaven seated at the right hand of God. So, if ones do go to be with Jesus, I think it is quite reasonable that they would go to Heaven. Also, we have how souls of martyrs are seen, in the book of Revelation, under the throne of Heaven > Revelation 6:9. So, I would say we do have scripture which can support that Christians who die go to be with Jesus. But if we do, we are "souls", not with our resurrection bodies . . . perhaps we could understand
But, then, ones might ask, how can we
"sleep" (1 Thessalonians 4:14) in Jesus if we are so awake, in Heaven? Possibly, the sleep term has to do with how a person who has died can look like he or she is asleep, and so this could be a figure of speech from the standpoint of us who are still on this earth. And, by the way, if we are
"in Jesus" after we die . . . Jesus is not sleeping, and Jesus in us, I consider, is quite awake > Galatians 4:19.
But those souls under the altar, in Revelation, are told to rest. So, this could mean they are not always conscious. Plus, yes, ones do claim that is only imagery.
So, what is most important is I need to submit to God so He fully corrects me to be changed into the image of Jesus . . . so we together are ready for whatsoever He really will do with us
I offer Hebrews 12:4-11, which to me means our Father succeeds in correcting His children . . . in this life . . . so we are ready. We actively need to seek God's correction which brings the results which this scripture guarantees to us who are His children. We trust God to succeed; He does not fail in all which He is committed to, to conform us to the image of Jesus > Romans 8:29, Colossians 1:28-29, Ephesians 4:14-16. And this is possible
"in this world" (in 1 John 4:17),
"in the midst of a crooked and perverse generation" (in Philippians 2:13-16). So, I would not trust any doctrine of procrastination to after we die, because our God is able now. His almighty grace succeeds in us, now.
But, for consideration, Albion, we can experience being unconscious while we are asleep, can't we? . . . except during dreams. So, I'm not sure that "continuous consciousness" is the correct representation of "immortality". Didn't Jesus sleep, at times? Was He fully conscious during sleep? I admit I don't know.
One thing, though > we don't see saints dancing around in front of Jesus, in Heaven . . . in Revelation's presentation of Heaven. So, I think there is more to learn, in any case. Plus, I consider how Revelation says there will be the new earth and the New Jerusalem will come down from heaven (Revelation 21:1-5). So, to me this means that even if ones are in Heaven, now, they won't stay there but will be on the new earth.
So, I personally am not fully conclusive about all this. But it is clear how we need to become, and trust our Father to change our nature so we are how His almighty grace cures our character to become in His love. When Jesus gave His Sermon on the Mount, which is considered to be His first sermon, He could have started by saying anything, and He started with how we need to be. So, this needs our attention.