It is not rational arguments, but emotions, that cause belief in a future life.
The most important of these emotions is fear of death, which is instinctive and biologically useful. If we genuinely and wholeheartedly believe in the future life, we should cease completely to fear death. The effects would be curious, and probably such as most of us would deplore. But our human and sub-human ancestors have fought and exterminated their enemies throughout many geological ages, and have profited by courage, it is therefore an advantage to the victors in the struggle for life to be able on occasion, to overcome the natural fear of death. Among animals and savages, instinctive pugnacity suffices for this purpose; but at a certain stage of development, as the Mohammedans first proved, belief in Paradise has considerable military value as reinforcing natural pugnacity. We should therefore admit that militarists are wise in encouraging the belief in immortality, always supposing that this belief does not become so profound as to produce indifference to the affairs of the world.”

– Bertrand Russell, Do we survive death?