So what do you say happens to a persons soul? Paul said specifically that when He personally is absent from His body, He is present with the Lord. That would include the soul for it is a mans soul that makes that individual an individual.
Until David there was only vague belief in the afterlife. MOst thought of death as soul sleep.
Jesus also thought of death as a soul/spirit sleep - John 11:11-14 (WEB):
(11) He said these things, and after that, he said to them, “Our friend, Lazarus, has fallen asleep, but I am going so that I may awake him out of sleep.”
(12) The disciples therefore said, “Lord, if he has fallen asleep, he will recover.”
(13) Now Jesus had spoken of his death, but they thought that he spoke of taking rest in sleep.
(14) So Jesus said to them plainly then, “Lazarus is dead.
Early Christians also thought of death as a sleep, which is where we get the word cemetry from - from Middle English
cimiterie, from Old French
cimitiere, from Medieval Latin
cimitērium, from Late Latin
coemētērium, from Ancient Greek
κοιμητήριον (koimētērion - a sleeping place), from
κοιμάω (koimaō, “I put to sleep” or from Google Translate "I'm sleeping").
You have to understand Paul's words in the context of all his writings. To think that Paul meant that as soon as he died that he would immediately be with Jesus would contradict his other writings (as Cassandra has already quoted) - 1 Thessalonians 4:13-17 (WEB):
(13) But we don’t want you to be ignorant, brothers, concerning those who have fallen asleep, so that you don’t grieve like the rest, who have no hope.
(14) For if we believe that Jesus died and rose again, even so God will bring with him those who have fallen asleep in Jesus.
(15) For this we tell you by the word of the Lord, that we who are alive, who are left until the coming of the Lord, will in no way precede those who have fallen asleep.
(16) For the Lord himself will descend from heaven with a shout, with the voice of the archangel, and with God’s trumpet. The dead in Christ will rise first,
(17) then we who are alive, who are left, will be caught up together with them in the clouds, to meet the Lord in the air. So we will be with the Lord forever.
Paul was writing to correct the wrong beliefs of the Thessalonians who thought that Jesus was going to return imminently, and that those Christians who had already died would miss the great hope that had been so precious to them, of seeing Christ return to reign in His glory. So Paul tells them not to grieve for those that had died and explains to them that those Christians that have died will not miss out, because when Jesus returns they will be resurrected (awakened from their unconscious sleep) first, just moments before those living Christians are likewise changed (to have immortal spirit bodies), and then all Christians will be caught up at the same time to meet Jesus, when he will take us to our new homes in heaven, and we will forever be with Jesus after that.
Dead Christians are not immediately living with Jesus or anywhere else. As Paul also writes in 1 Corinthians 15 (WEB):
(17) If Christ has not been raised, your faith is vain; you are still in your sins.
(18) Then they also who are fallen asleep in Christ have perished.
Dead Christians are only restored to conscious life when Jesus returns for his bride:
(22) For as in Adam all die, so also in Christ all will be made alive.
(23) But each in his own order: Christ the first fruits, then those who are Christ’s, at his coming.
(51) Behold, I tell you a mystery. We will not all sleep, but we will all be changed,
(52) in a moment, in the twinkling of an eye, at the last trumpet. For the trumpet will sound, and the dead will be raised incorruptible, and we will be changed.
So when Paul wrote, 2 Corinthians 5:1-8 (WEB):
(1) For we know that if the earthly house of our tent is dissolved, we have a building from God, a house not made with hands, eternal, in the heavens.
(2) For most certainly in this we groan, longing to be clothed with our habitation which is from heaven;
(3) if so be that being clothed we will not be found naked.
(4) For indeed we who are in this tent do groan, being burdened; not that we desire to be unclothed, but that we desire to be clothed, that what is mortal may be swallowed up by life.
(5) Now he who made us for this very thing is God, who also gave to us the down payment of the Spirit.
(6) Therefore we are always confident and know that while we are at home in the body, we are absent from the Lord;
(7) for we walk by faith, not by sight.
(8) We are courageous, I say, and are willing rather to be absent from the body, and to be at home with the Lord.
he did not mean that as soon as our human bodies die and perish that we immediately are given a new spirit body ("our habitation which is from heaven"). There is a long period of time before we are resurrected and given a new body, but while sleeping in death we have no thoughts and we have no concept of the passing of time (just like when we sleep at night), and therefore to us it will seem like we awake very shortly after we have fallen asleep. The sense is, that Paul would have preferred to die, and to go to heaven; rather than to remain in a world of sin and trial. Similarly he wrote, Philippians 1:21-26 (WEB):
(21) For to me to live is Christ, and to die is gain.
(22) But if I live on in the flesh, this will bring fruit from my work; yet I don’t know what I will choose.
(23) But I am in a dilemma between the two, having the desire to depart and be with Christ, which is far better.
(24) Yet, to remain in the flesh is more needful for your sake.
(25) Having this confidence, I know that I will remain, yes, and remain with you all, for your progress and joy in the faith,
(26) that your rejoicing may abound in Christ Jesus in me through my presence with you again.