Not everyone does.
If you think you are your Homo sapiens body, then death would be the end of all. If you realize that you are an immortal child of God, then things look better.
If you eliminate ego (the false, physical self) entirely, then the spiritual true self can awaken. Then consciousness is no longer dependent upon this physical form we wear.
I've been outside of my physical body and seen the world without Homo sapiens eyes. Death is not so fearsome to me. I do have a fear of pain, still, but not as much as I would otherwise. I would regret death if I did not yet attain spiritual awakening. But I hold faith that I'm on the right path and that what I do in this life, if I don't make enlightenment here, will transfer to the next to help the next "self" awaken the Lord within.
I am nothing compared to the child of God which resides within me.