I think that's what religion gives, and it doesn't have to be organized religion. I'm not proselytizing, I'm just pointing out why across so many human cultures people always come up with stories and thoughts about the afterlife. The cold unknown means basically nothing and the fear I think comes from the nothingness -- imagine a life full of the sorrow and joys, and then it just vanishes. And worse of all, if nobody even remembers much it of it, it literally vanishes. For example if a war veteran never tells his experiences to anyone, he basically just vanished from earth and one can ask so did the things he went through happen? If a tree falls and nobody hears it and all that.
I'm probably expressing it poorly but I've been thinking about it too after experiencing some loss too. In my case the person just graduated college. I think the dead have it easy, the suffering lies with the living…