Scientifically speaking, an afterlife would complicate a whole lot of things. There are, however, a lot of things that (at this moment) cannot be scientifically proven. This does not necessarily mean it isn't feasible.
Thousands of years ago, some plants made you see things that weren't there. Scientifically it couldn't be proven - we did not have the technology, and obviously some people were more susceptible to the effects of these plants than others. Didn't mean they were wrong, even if they couldn't prove it.
I think the idea of "afterlife" comes from fear of the unknown. We WANT to believe there is an afterlife - no human really wants to die and see that as the end. We want it to go on, somehow, especially because it is hard to imagine what death would be like. Imagining not existing is something I believe a talented few can accomplish...
How do you imagine nothingness? Utter nothingness? I can't...