I agree with you, but i have to say that most religious people believe they are "good" and are going to heaven. There are always excuses and god is always forgiving.

On the other hand, for us non believers it does cause anxiety. The fact that we don't believe in the afterlife. This is it, what have you done with your life. There is no happy fairytale story at the end of it all. You just die and don't exist anymore.

I see it with both my parents, neither are that religious nor do they practice religion, but they do believe in God and afterlife. When something is bad, they hold on to the idea "we will suffer now and in the afterlife everything will be good". It calms them down and gives them hope.