This is a phrase from the new episode of TV show Game of Thrones. Some context: Jaime Lannister (a knight) is speaking with High Sparrow (a priest) during funeral ceremony. They don't like each other.
High Sparrow said:
Do you know why we use these stones? To remind us not to fear death. We close our eyes on this world and open them on the next.
You must long for the next life.
I don't understand, what does it means. Is it an idiom (the whole phrase) or just special meaning of "must long"? Does it mean threat or insult or anything else?