Is it the simplest explanation? Already by suggesting consciousness ceases to exist we're suggesting a change in state, and a simpler explanation would be that there is no change in state - consciousness, more simply, continues to exist.

For your second point, there is a way to prove that consciousness exists - by proving the impossibility of the contrary. If consciousness does not exist in a non-physical space, the very possibility of knowledge at all becomes impossible to reckon with. We could not have any interaction with metaphysical ideas like logic, reason, mathematics and so on. Logic is not present in the material world, yet it is universally applicable to all objects. Mathematical prototypes (eg. The number 7) cannot be found in the particles that make up the physical universe, yet they are found in all objects and are present and graspable in all minds. If the mind was purely matter, these fundamental building blocks for knowledge itself would be inaccessible.

For your 3rd point - I think you are correct. We have no way of knowing exactly what an after life might look like.