Based on how the natural order works they are definitively immortal. They will continue to exist forever because they are piece of the Juubi which is the the prime representative of evil. There cannot be Light without darkness, good without evil. The best way to show this in a way everyone can understand is, how do you know that you like something, when you never have experienced something you don't like. This is basically what Pain was saying, that in order to know what feels good and to understand it, you most have walked the path of pain.