Death, for believers from many different faiths, is a new beginning. Death is the point in which your deeds and dedication to your god begin to be rewarded and for many it is something to look forward to. I overhear Christians talking about the joys of heaven fairly frequently, at funerals I hear pastors talk about how much better off the deceased are than those of us left here grieving.
Losing faith comes with many difficult trials for most. Facing the reality of death is one of those trials, coming to grips with the knowledge that what you once looked forward to may be the absolute end of your existence entirely. Recognizing this can be painful and scary not only when we consider our own lifespan but also of those we love.