Think of the most solitary place you can imagine. The most isolated, lonely location you can possibly conjure up: a claustrophobic, dirty cell; the peephole in the door forever unused; an island eternally floating in a sea of darkness, the shadows hiding everything you can, and can't, see; a quiet, wind-whipped plain where no directions exist; a desert landscape, all sound muffled by the driving winds and buffeting sands, where half-seen shapes roam the horizons.
Imagine spending an eternity there. Terrifying thought, isn't it? Mull it over for a while. An existence with no beginning and no end, alone with your mind and nothing else.
Right now, it's a scary scenario.
When you get to the afterlife, it won't just be a scenario anymore.