I remember listening to a man from India who anguished over what he might be reincarnated into after his death. He was truly troubled by the thought that he might have to go through another painful illness. Over and over.
The pain of despair has got to be worse. Resting in the arms of someone who loves you is a much more comforting end.
As an atheist for the last fifty years and a conservative for over forty, I have become convinced that the truth or falsity of an idea is in no way related to whether that idea is "comforting".