It is my opinion that people who are not afraid of dying have some kind of faith that something else will happen in the afterlife, be it reincarnation, or belief in life after death.
In my situation, I truly believe that God the Father sent His son Jesus to conquer death. There is no doubt in my mind that I will live for eternity, be reunited with my loved ones and continue enjoying the life I lived here on Earth in Heaven without all of the little problems that can sometimes make me unhappy from time to time.
Some of us believe that we will work for God in the next world just as we did here on earth. We will come face to face with God, the Blessed Mother, Jesus and all the angels and Saints whose examples we tried to follow. We have experienced a taste of Heaven while on Earth because as Jesus said the Kingdom of Heaven is inside each one of us. We truly live our lives doing as much good as we could and know that if our actions deserve any punishment in the next world they will be deserved and the punishment will be just. We also know we will have people here on Earth praying for us as well as people on the other side to help us make the transition easier.
It is my opinion that some may feel they are not deserving of God's forgiveness and that is why they would fear death, deep down they may think that God does exist, they just want to keep doing what they truly know is wrong or else they have been disappointed in life and do not trust anyone, especially a God that they can not see.
I have heard that many unbelievers turn to God at the last minute before taking their last breath. It doesn't mean they will not receive any punishment, but again there will be many people praying for them in this world to help them with their transition.
St. Faustina said that when Jesus gave her the Divine Mercy prayers, Jesus said even the most hardened sinner will be saved if they recite that pray even once. Said prayer can be seen on EWTN at 3:00 p.m. every day. The key is to believe that the Saints did see the Son of God and/or the Blessed Mother, who made promises to them and they will fulfill their promises in the next world.
I'm not saying that those who do not accept Jesus as the Son of God will not be saved, because as a Catholic I believe that Jesus was the final judgment of the world and He will have the final say concerning each one of us.
His track record is very reassuring and impressive, because if He forgave us from the cross He will again forgive whoever asks for his mercy and compassion in the next world, but we must want to be forgiven.
Remember his last words were "Forgive them Father; they know not what they do."