Our minds do not know the experience of a physical life system. The body, brain and subconscious mind serve as host to us as conscious beings. There is a symbiosis present between these physical and spiritual life systems - similar to that which exists between a fungus and an algae in the lichen. The spirit and the physical life systems become so delicately interwined that it is difficult for us to separate them in our minds - to the point where we perceive ourselves as being physical beings when this is not at all the case. The conscious existence that we experience is but a component of this symbiotic organism. Since there is a connection, there is communication between the two, and we do sense the physical component of our existence, and our conscious being is able to exercise a degree of control over our physical partner.
However, our physical component is by no means the be-all-and-end-all of our existence. When this symbiotic relationship no longer serves the purpose of our consious selves (in other words, the body perishes), I do believe it is possible for the 'spirit' to pack up its bags and leave, so to speak. Also, although it is a little developed skill, I do believe it is possible to gain a degree of conscious control which could allow our spiritual selves to discard or switch off to information being sent by the physical self. There is not necessarily any great benefit or virtue in such a pursuit and I certainly couldn't find any convincing argument in favor of striving towards such an end, but I do believe the relationship between the mind and body makes it a possibility.
I don't think one can deny that our physical partner serves some utility to us. It makes it a relationship which is desirious to perpetuate - indeed, a relationship not easily or willingly broken. As spirits, there is obviously some value in us having bodies or we would not place ourselves in this particular spot to begin with.