You didn’t exist before you were conceived, and you’re not anxious about it. You will just return to that state.
For me it’s really the opposite, why would anyone want to live if there would be such a better place like heaven where everything is awesome for ever?
If there is nothing after life, only then it’s worth living, because this is it, everything you can experience, god and bad you can only experience here and now, so you better make it count. Give your own life meaning, don’t wait until someone else does.
In the end the universe will die a heat death and in the long run everything in meaningless. But in the short run, everything is full of meaning, it’s exciting, dangerous, beautiful, horrible and so on.
Carl Sagan famously said, “We are a way for the universe to know itself.”
This reflects his view that human beings, as conscious and curious creatures, are a product of the universe’s evolution and serve as a means for the cosmos to become self-aware. Through our capacity for science, art, and philosophy, we explore and understand the universe, essentially allowing it to observe and contemplate its own existence.
The point is that before you were born you existed in your mothers womb, but before that - specifically before you were conceived by your parents - you did not exist. Somehow this does not make you distressed that you did not exist, why? Once you die it will for you be the same as before you were conceived.
Another topic related to this is something you did not mention with afterlife: “eternity”
I myself have been afraid of this since I was 9 years old and heard about the concept of heaven and eternity in church. I wrote it down as a blog post a couple of years ago: https://jeena.net/apeirophobia
The concept is explained in a more humoristic way by this comic: https://existentialcomics.com/comic/213