These aren't my questions, they are the questions of Rav Avraham Azulai as recorded in his sefer Hesed L'Avraham (4:4). (you can find the complete hebrew text online here) But, more importantly what are his answers?
He explains that before the Neshama comes down into this world, she is the daughter of the King who is locked away in a safe place, but she cannot come before the presence of the King because she has no clothing. It is only after she comes down into this world and is clothed in all the lower layers of soul, Ruah, Nefesh, and even a physical body, that she can perform mitzwoth. The mitzwoth are her only clothing, and after 120 years when she returns to her Father, her clothes allow her to gaze at His Countenance, and derive great unmeasurable pleasure from it.
So you see, without ever coming into this world it might seem like she remains more pure, but she remains unfulfilled, isolated, and distanced from her own Father.
[I shared this with the Taxi driver who brought me to work today, I saw a Likkutei Moharan in his door when I got in, though he wasn't wearing a kippah. He asked me what I was learning so I told him a little about Rav Azulai, and about his great-grandson, the Chida, about the Ohr HaHayyim, the Chida's teacher, and so on. So, he said, he lived around the time of Rebbe Nachman, I agreed more or less. I asked him if he had been to Uman, he said he went last Elul but he still needs to 'strengthen' his faith.. I said Amen, we all need to. I'm envious that he has been to Uman and I haven't, but I didn't tell him that. Though I was very happy that he had been.]