Jesse Bering of Scientific American argues that, due to the very nature of our consciousness, almost everyone has a tendency to imagine the mind continuing to exist after the death of the body.
People in every culture believe in an afterlife of some kind or, at the very least, are unsure about what happens to the mind at death. My psychological research has led me to believe that these irrational beliefs, rather than resulting from religion or serving to protect us from the terror of inexistence, are an inevitable by-product of self-consciousness. Because we have never experienced a lack of consciousness, we cannot imagine what it will feel like to be dead. In fact, it won’t feel like anything—and therein lies the problem.
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The problem applies even to those who claim not to believe in an afterlife. As philosopher and Center for Naturalism founder Thomas W. Clark wrote in a 1994 article for the Humanist:
Here … is the view at issue: When we die, what’s next is nothing; death is an abyss, a black hole, the end of experience; it is eternal nothingness, the permanent extinction of being. And here, in a nutshell, is the error contained in that view: It is to reify nothingness—make it a positive condition or quality (for example, of “blackness”)—and then to place the individual in it after death, so that we somehow fall into nothingness, to remain there eternally.
via Richard Holden