Because they are so afraid of dying or ending, they cling to religious belief to make them feel better that they will "continue after death". But deep down they don't truly _feel_ that certainty. So they fight death with all the fear that drove them to religion in the first place.
Those of us who have accepted that death mean the ending of self don't _want_ to die. But we've accepted it becasue we are no longer _afraid_ of it.
Saddened by it, yes. Want to avoid it, yes. But terrified of it to the point that we will lie to ourselves about the existence of an afterlife?