The speaker doesn't mind having lost her life. She was too busy her whole life, anyway--so busy, she could not stop for Death--and when Death came, she "had put away / [Her] labor and [her] leisure too, / For His Civility." Death, in other words, is quite civil (good company) that she has set aside the things that have kept her busy and entertained her whole life.
Moreover, he picks her up in a carriage. Death apparently lives quite well, being able to afford such a thing. Her death seems to be a journey into luxuries she has never known.
Our final clue is in the last stanza: "Since then – ‘tis Centuries – and yet / Feels shorter than the Day" she first realized eternity had begun. When a person is miserable or bored, time seems to drag, but that is not the case here. She knows on some level that centuries have passed since she died, but it doesn't feel that way. If time flies when you're having fun, she may even be enjoying death.