Under the old regime of multiple deities, Man went to the 'Afterlife', for want of a better world, when he died. It's what naturally happened. There wasn't an 'Afterlife' for the rich and one for the poor nor was there one for the good and another for the bad. There was just one afterlife and, when you died, that's where you went. -Doltologist
Yes the classical pagans had many gods and goddesses who were created in man's image, fallible and they liked to party. They also believed everyone went to the afterlife. Christianity came along with its hatred of fun, sex and alcohol, 'bad' people went to hell and you had to jump through multiple hoops for your eternal reward.
Visiting the Pantheon in Rome last year I was frustrated that beautiful goddesses with flowing robes and gods like Bacchus with grapes for hair and the ubiquitous goblet of wine had been replaced with saintly Christian statues.
Ancient pagans had more fun and didn't hate their humanity. As you said they didn't fear death, it was a natural part of life. The Christians were taught to fear death because they feared judgement.