I was raised with the idea that there is nothing after life. My father was an extreme atheist, just like my mother. They were sceptic and they kind of hated the Christian ideas they were raised with. I am sceptic when it comes to everything, even my parents' scientific explanation to life. Maybe because they DID make me believe in Santa Clausalike figures. When I found out those figures weren't real, I told all the children I knew about it. That made my mother very mad.
The problem is that we all want to know everything. We search answers for every mystery in life, even for the things we can't possibly know. We can't know if there is an afterlife, except when we've been in that afterlife. There have been people who claim that they've returned from the dead, most of them have somehow the same stories, but we don't quite know if what they saw was really afterlife. Maybe it was all just inside their imaginations? We search and we search for what is after this life and after all, intellectual people seem to be quite rational these days. So their explanation for this mystery must be something really rational as well. Lots of rational intellectuals are so "rational" that they are likely to drop anything emotional. When searching an answer for this mystery that cannot be solved they drop all their emotions as well. They start searching for answer and they discover that there is barely anything that can help them find that answer. They start searching a biological explanation. They see that our conciousness is hiding inside our brains and if you die, your brain dies as well, it doesn't work anymore. So if your brain doesn't work, your conciousness doesn't work either. Conclusion: if your body die, your soul dies too. It's an unsatisfying answer, but it is scientific. But there are so many scientific things that turned out to be wrong later. We can't know this for sure. We have to die first if we want to know what is after life, and unfortunately most people don't come back to live once they're dead.
Meanwhile this explanation (of the soul dying too) can be emotional as well. This explanation can be explained biologically too. You see, most animals are afraid of death. Why are they afraid of death? Because they're born that way. Animals who aren't afraid of death would almost probably die younger, because they don't run away from danger. Because animals who are afraid of death do run away from danger, they get older and they get more children who are naturally afraid of death too. So in the end every living being on earth becomes afraid of death in some way. You could ask yourself "what is the psychological reason for this fear?" and instead of answering that it's probably something evolutionary answer "because after life there is something really unsatisfying". I think that could be a reason why people think that there is nothing after life, because they're afraid of death and they think that there is something extremely unsatisfying (nothing) after it. It's just like children who are afraid of the dark, because there is a very scary monster hiding under their bed, waiting for them to come out of bed and hurt them.
When I'm older and when I have children of my own and they ask me where people go after they die, I won't tell them "You'll go to heaven" or "You become a ghost" or "You stop to exist". I'll just tell them what I really, really know for sure: "I don't know. No one knows. Some people say that they do, but even they can't know it for sure. If you want to know what comes after life, you have to die first." And then I'll warn them that they shouldn't be tying to die so they will get to know what death is like, become once you're dead you'll never come back and their mommy needs someone to hug once in a while. Or something. I don't know what I must expect after this life, maybe it's something good, or something bad, or even nothing, I don't know. I'm not really afraid of dying (yeah, I'm a mistake of evolution) but I don't want to die yet either. I like my life the way it is and I will accept death the way it is (at least, as long as it's not too cheesy and stuff).