Religion in its entirety is a coping mechanism, and always has been.

Early cultures had no understanding of the cosmos or the solar system and thus worshipped the Sun, because as far as they knew the sun rose every day by choice. This evolved over time into more and more gods being in charge of various things, because prior to science it seemed like many natural phenomena were the work of higher powers.

All forms of the afterlife are simply an attempt to come to grips with our own mortality. No one wants to believe that after death comes nothing, and so nearly every culture has generated some form of afterlife narrative to help people deal with the harsh realities of life and death.