Or is it? I suspect that a lot of what people mean when they say that they want their life to have meaning is that they do not want to end up with regrets: regrets about what they did or did not do; regrets about having wasted time; regrets that they did not fulfill their potential.
The search for meaning then, is the search for ways to minimize the chance of regrets. But having found an awesome meaning, there is still the chance that you may eventually come to see it as worthless. You may realize that it is wrong. You may realize that it has no worth. You may just get tired of it.
It seems the only way to defend against this fear is to find your One True Meaning. Your absolute meaning. But one of the terrifying things about a world without God is that there is no absolute meaning. Every meaning is relative to some context: yourself, your culture, our world.
But even if we could figure out an absolute meaning, is it really that great? Consider this thought experiment. An all knowing computer, one that can be said to have the best interests of yourself and all of humanity in mind, gives you your life's purpose. Would you suddenly be satisfied?
Personally, while I would not reject the meaning from this omniscient being, I would not accept it just because that being was omniscient. A meaning from outside of yourself is not your own meaning until you choose to internalize it and make it home.
Now, I know some people will counter that their God is not only all knowing. Their God is loving. Their God is Love. But so what. The hypothetical meaning provided by God is still a meaning from outside of yourself.
Even for an absolute meaning, if you have to internalize it before it actually becomes, well, meaningful to you, then there is always the chance that it could lose its significance, like any meaning of your own manufacture. Yes, it might be the right meaning for you. It may be the meaning that brings you the most happiness, but really the fact that some all knowing being gave it to you does not make it any more significant than any meaning you found on your own; it just shortcuts the evaluation process.
In short, I don't think that "all is meaningless" is necessarily a negative conclusion. It is better to acknowledge now that permanent satisfaction cannot be grasped, that even the best of meanings can become meaningless, than to have it hit you full force when that satisfaction is lost.