There is only a disadvantage if you place value in externals. The most important lesson in Stoicism is that only the things in our power are good or bad, whereas externals have no intrinsic value.
"Wherefore, O judges, be of good cheer about death, and know this of a truth - that no evil can happen to a good man, either in life or after death."
"Wherefore, O judges, be of good cheer about death, and know this of a truth - that no evil can happen to a good man, either in life or after death."
http://classics.mit.edu/Plato/apology.html