Some of the reasons have been already been alluded here:
• Fear of the unknown, they have no clue where they are going really.
• Not finishing something here because they believe it is of some significance.
• Not liking surprises.
• Can’t take the mammon with you.
If you know where you are going and that is better than here, there is no fear of death. If you do not believe you are going into some ”nothingness” but do not believe there is someplace in the afterlife your soul will reside, that can make one afraid, where you end up might be a frightful surprise.