To be sure, primitives often celebrate death—as Hocart and others have shown—because they believe that death is the ultimate promotion, the final ritual elevation to a higher form of life, to the enjoyment of eternity in some form. Most modern Westerners have trouble believing this any more, which is what makes the fear of death so prominent a part of our psychological make-up.
God is dead so without God we are left without the belief death is a promotion ...
So we fear death... and without God we become anxious about death
