I'd turn it the other way. Why do so many people want to believe that this life is all that there is? There is no proof either way and I think it's best to keep an open mind.
For me I believe in rebirth so - not like a permanent heaven or hell type afterlife, but rather rebirths very much like this one, could be a human, animal or whatever. Just seems very unlikely to me for various reasons that awareness stops when I die. I think it must continue in some form, and of the various suggestions for that, the one that makes most sense of what I see in my view is this idea of rebirth.
But I most definitely don't "know" this. It is just a good "working hypothesis" that works for me. I can't prove or disprove it. But neither can scientific athiests, or Christians or Muslims, Hindus etc prove or disprove their preferred beliefs in a way that others not of their persuasion find convincing.