Why are there beliefs that entail escaping this reality after death?

There is no celestial Internet and you are not going to download into a new body like a Cylon.

One does not approach a belief like one approaches a used car. One believes a belief because one believes it true, not beneficial. If anything, the prophets and saints have suffered their belief in this life. If there is no afterlife then count them fools. But do not think for an instant that they sought earthly benefit from their belief.

Or, as Paul writes:

1 Corinthians 15:36

What a foolish question! When you put a seed into the ground, it doesn’t grow into a plant unless it dies first.

Mammals have a hard time envisioning a time period where they will not exist any longer. They will struggle to keep hanging on to life (even when life obviously ends at some point) - I guess every creature that did not have this trait would be extinct by now.

So life-after-death beliefs would be the attempt to reconcile the obvious fact of death with the deep-seated desire to keep living.

Knowing the truth that our existence continues. And In a much better way if we so choose. Can help us to quit sweating this one life we are living as a human right now. Not worrying if we will have everything we ever wanted. Or fear Death.

Too many people can't handle reality (NATURE). Thus were supernatural gods and supernatural kingdoms of gods invented. At the root of all these is the fear of mortal death and the distinct possibility that there is absolutely nothing beyond corporeal life.

Too many people have reached briefly the other side and have had the same experiences.That can't be lack of oxygen to the brain.Even the Apostle St. Paul ,after being "stoned" to death (they thought) had an O.B.E. and saw things "too glorious to be described". When people say they have died and saw nothing ,chances are ,they didn't reach that apex.

Some people can't seem to deal with the concept of oblivion. These beliefs allay those fears and allow them to focus on living their lives.

Because people fear death, obviously. What are you, a robot?

Have you seen this reality lately?

people fear death anything that can remove that fear is beneficial to the people who believe in it