Because it’s equally stupid. You never existed before being conceived and you will cease to exist after death. People have to stop seeing that as something sad, like a childish point of view of death, you were nothing before, now you exist, then it ends and all the parts of you vanish into the universe. Like dust in the wind, ashes on the ground, rotten fertilizer into the earth. There was nothing before your life and there will be nothing after. That’s why life is so important. Because it’s here for a flash and then it’s gone in the greater scope of things.
Another reason may just be the fact that most religions have already established where or what you were before the death. Religions such as Buddhism have a cycle of life in which you are reincarnated. Others, such as Christianity believe that all humans have a soul that came from nothing. (Think Genesis 3:19: In the sweat of thy face shalt thou eat bread, till thou return unto the ground; for out of it wast thou took: for dust thou art, and unto dust shalt thou return.// Which was the olden way of saying ‘Ashes to ashes, dust to dust.