Non-existence is scary. What if you found out you were going to lose everything that was important to you, everything you ever worked for?
Everything you care about - all your friends, family and even silly simple things you enjoy - all taken away and all memory of them gone. All you've experienced in life, all that you've learned, all the ups and downs of life - your childhood experiences, your first romance - all lost forever.
People get upset when they lose their home or people close to them. People get scared when they find out they're going blind/deaf or losing a body part. Death is that times a billion, it is the loss of absolutely everything that matters to you. That's pretty scary.
what do you think happens when you die?