If we die and that's it, finito, why would that cause me to be terrified? It would be like going to sleep and never waking up. That thought causes me no ill feelings whatsoever. Then again, I have no fear of death and never have.
You're telling me that the thought of disappearing from existence and never seeing your family and friends again doesn't terrify you? Well, maybe not terrify but at the very least make you a bit depressed? Are you sure about that?