The Ben Jehoaida on Eruvin 13b says that were were created from the כסא הכבוד, (Throne of Glory), and cites the Arizal who discusses 'the secret of ברוך הוא אלקינו שבראנו לכבודו'.
MHRS"A on Makkos 23a:
... They agreed and concluded to say that man was not created for himself, and it would be better for him not to be created, for he is close to loss... And now that he is created, he was only created for the glory of Gd, as it says "for My glory I created it"...
It seems like this hard truth was intentionally woven into creation so that we could know that everything's purpose is for Gd, a Higher Being that transcends space and time. If it were advantageous to us for us to be created, we could fall into the trap of absolute self worship and materialism, which makes for an sad and empty life.
Gd's greatest gift to us was showing us that everything that we are and everything that we do is for a higher purpose. Instead of having even the most thrilling and intense pleasures marred by our ephemeral, desolate existence and urges, we enjoy the heartening rapture of our higher purpose even in the most mundane activities of the world.