Most people feel this way for two reasons. One, they have been taught to think this way and two, they live in constant fear of the unknown. Same reasons people still believe in the pagan based religions of the world. The belief that my God who we can't prove exists, trumps your God, who we can't prove exists, proves what? I'll give you a hint, it also proves that there are still multitudes of people who will stop their forward progress in life, turn completely around and run the other way simply because, a black cat spilled some salt and then walked under a ladder right in front of them.
It proves that a large percentage of people have made the conscience decision to go thru life with out one single coherent thought of their own.