Where do we go after death?

[Infinite]

The trap, according to Collier, is that you're forced to incarnate on Earth again without the ability to remember your past lives

I'm not judging and I don't take LOO as a gospel, but did you read all the LOO? The purpose of forgetting is clearly explained.

You always have a choice.

Yes. The incarnation is the manifestation of the choice. Not only to Wanderers but to the entities in the evolutionary process. Ra explained that the incarnations are planned. So, the entity knows about the forgetting.