I think people see their lives as stories, and they want their story to have a happy ending. Death kind of puts a damper on that. Very rarely does someone die having lived a full enough life that they have accomplished enough to satisfy them, have loved and been loved enough to feel secure, and do not have any unfinished business. Death ends their story before they feel it's finished. It's not the prospect of what happens at death that makes people uneasy or afraid; it's the prospect of losing all they have here.