It's a mistake to merely reduce religion to the psychological, to think that religion only exists to soothe man's fears of death. Not all religions have the afterlife as a major focus, or even a focus at all. Religion is fundamentally about opening up yourself to the divine and transcendent in one way or another. Sometimes this may be done in order to alleviate some distress or attain some good, either materially or spiritually, but ultimately seeking out and coming to know God is its own reward and satisfaction.