I hope this response posts, since so many of my labored-over words have just dropped off of the face of the PLANET after I click "Post."
All matter in the universe as of now is balanced. Currently, space is too cold for energy to be converted to matter naturally. No new planetoids or stars are forming via the nebulae bee-bopping around the universe. Our stars die, and either explode, or become black holes. (in theory) This means that toward the dying days of the universe, the bad boys will rule. Brown dwarfs, quasars, and black holes will be the norm (naturally, space will be a much darker place.)
Fact is, things break down. You'll notice, if you glance around at humanity thus far, that we aren't doing a very good job securing our future. 30,000 people (in America alone) contract an STD daily. A murder occurs every few minutes or seconds, depending on where you live. We're encouraging smaller and smaller families and less and less time spent with those families. We're all but ignoring the fact that oil is a limited commodity and the fact that under our current social security program, after the first 6 years of coverage, it takes (at least)2 working people to support one senior, and in the future, working people population is going to be less than it was in previous years. We're supporting our own extermination in several areas.
Even if we COULD hang on until the end of the universe, our own sun doesn't have more than 5 billion years left in it, and our planet would become uninhabitable in about 500,000 years, as the sun aged. So, quite simply, the universe can't last forever.
Quite a bleak future, isn't it? Well, that's the natural flow of things. God didn't create this universe to be a steady deal. It breaks down just like our society does. Not in a steady downward slope, but in a wavy downward slope. It has spots that look good, and it has spots that look bad, but no one lives long enough to see both of them. each up is a little lower than the up that preceded it, each down is a little lower than the down that preceded it.
Simply put, the universe was created to be governed by natural laws. One of those natural laws is the Law of Entropy. The law of death and destruction, basically. God doesn't control every twist and turn of the universe. He set it in motion with the full knowledge that the end of us would come before the end of the universe did, by his methods, by his terms.
Your ant farm example is quite good, but you misinterpret it. You create an ant farm yes, but you have to provide food for the ant farm. Food is in a limited supply, and the food would eventually run out. The ants would then die, and the ant farm would be quite useless by that time. This is similar to the universe.
God has already said how he would end the universe. He said all would be destroyed (judged) and then he'd remake it all, better than it is now.
Your basic problem with the way things work in the universe isn't the fact that the universe ends, it's the fact that things die. This is why God designed heaven and has designs to remake heaven and this current universe after the end.
I don't know why God didn't create us all in heaven, and I doubt anyone else does either. I honestly can't think of a reason why he wouldn't or, more importantly, why he would. If God created us all in heaven, then we'd never have to follow his guidelines because we'd already be in heaven. We have something that no other heavenly being except God has. A soul. He gave us this soul and made us to exist in this physical place, while he made angels who are not in his image, to exist in heaven. There must be a reason why those made in his image would be tempered and tested before heaven and those not wouldn't. I don't know because I don't have all the answers. Possibly, God wanted to be able to reward us in heaven for our deeds done as his children by his standard here. We wouldn't be able to have those rewards if we were already in heaven.