Death might not be non-existence. Many religions, philosophies, spiritual teachings, say that it isn't. Of course, maybe they are all baloney–and a lot of them have to be mostly that–but there is at least a chance there is some truth in one or more of them.
Maybe quantum immortality is true, and all of us live forever, but it is a lonely existence, cut off seemingly forever from family and friends. (I hope that isn't true, it sounds rather hellish.)
Could we be living in a computer simulation? If we have no idea, shouldn't we assign a 50% probability? But, if we are in a computer simulation, our simulators might decide to provide an afterlife for us. And if we have no idea whether they would or not, shouldn't we assign a 50% probability to that? Which gives us 25% chance of a simulated afterlife – not the best odds, but far from the worst either.
We could be physically resurrected into some paradise by various random processes (quantum tunnelling, quantum fluctuations, thermal fluctuations). The probability of that happening is immensely small but non-zero. No matter how small it is, if the future is infinite, then almost surely it will happen eventually.
Most people who think death is non-existence accept a materialist position in the philosophy of mind, but often without giving any great thought to the alternative positions. If idealism is true–and we have no hard evidence it isn't–then death being the cessation of existence is far less likely. If idealism is true, then quite possibly minds are inherently immortal, in which case an afterlife would be metaphysically necessary.