Death is mysterious because no one who has truly died has come back. By that I don't mean a person flat lined for a few minutes and claimed to see a white light and other folks they knew that passed.
Sometimes with all the corrupt and manipulative people in the world I can understand why some people might wonder if man created the idea of heaven and hell in order to attempt to control the behavior of the masses. Supposed there was no heaven or hell and once we died that was it. Would people live their lives any differently?
On the other hand if one has had a miserable life on earth death may be something they secretly look forward to. Not knowing is what makes death mysterious. It causes fear in most and anticipation in others that there is an afterlife much better than life on earth.
"Death never takes the wise man by surprise, he is always ready to go." - Jean de La Fontaine