Allaah (The Most High) said:

 قَالُوا لَن نُّؤْثِرَكَ عَلَىٰ مَا جَاءَنَا مِنَ الْبَيِّنَاتِ وَالَّذِي فَطَرَنَا ۖ فَاقْضِ مَا أَنتَ قَاضٍ ۖ إِنَّمَا تَقْضِي هَٰذِهِ الْحَيَاةَ الدُّنْيَا

”They said: “We prefer you not over the clear signs that have come to us, and to Him (Allah) Who created us. So decree whatever you desire to decree, for you can only decree (regarding) this life of the world.” [Soorah Taha: Ayah: 72]

Imaam Ibnul Qayyim (rahimahullaah) said:

And when Eemaan became established in their hearts, they came to know that the punishment of the worldly life is easier than the punishment of the afterlife and less abiding; and that what they are to receive of reward for Eemaan in the afterlife is greater, more beneficial and everlasting.

[Source:Badaa-I At-Tafseer Al-Jaami Limaa Fassarahu Al-Imaam Ibnu Qayyim Al-Jawziyyah: Page: 184; Vol: 2]