I think the idea of an afterlife is more terrifying. Nothing is more terrifying than eternity, eternal existence is just scary as hell. When I was forced to go to church as a kid I came up against this a lot, I had Sunday school teachers try to tell me things like "well a minute in Heaven is like a million years on earth" and I was just like "time is meaningless if existence is eternal so that doesn't make me feel any better".

Think about it, how would you not get bored of just BEING after a while? I feel more comfort knowing when I die my body will just decompose (or get burned to ash depending on what I decide)