the concept of an afterlife exists because our conscious brain cannot comprehend the concept of being unconscious, therefore most can't believe that we simply die and feel nothing, our desire to keep living leads us to imagine that a part of us will still exist after death.
But where you conscious before you were born? Have you fallen deeply asleep and didn't notice a good chunk of the day just pass you by?
To believe in an afterlife, scientifically, we should first identify and define what a "soul" or "spirit" is, and so far most of what we know leads to the brain as being the source of that feeling of self, and when the brain is damaged or dies, that feeling goes away too.
Its hard for us to accept, we are beings who want to be immortal, thus many religions promise eternal life in exchange of a life of sacrifice.
But if we can look at this in a positive way, at least when we die we won't have to feel anything, no eternal damnation, no watching everything you built in life crumbling. It'll be just like when we went to sleep and the day just went by without us noticing.