It could mean several things actually. It could mean Heaven. It could mean death. It could mean burial. But in no way can you definitively say it means Heaven because that is not what the text says. It is a one-off comment. You can't build a doctrine off of that.
you still don't get it? GO TO HIM, can ONLY mean that David will meet with him some day. No one "meets" anyone in the grave, or in "death", unless you follow the teachings of some strange cults! The passage is very simple. David's son died, David celebrates this event with a feast, when questioned about this, David says, that his son cannot return to him after death, but he WILL be going to be with him, after his death! This can ONLY mean heaven. If you still cannot grasp this, I suggest to see the Holy Spirit's help in understanding.
My question is, as there are no sinners in heaven, and David's son was far too young to "repent and believe", the only other option is, as shown in the verses in the OP, that there is a time in infants, of "innocence", where they have not actually committed any sins!