Well, different people have different beliefs about what happens after death or even if there is true death. Anyways, this is kinda a sensitive subject for some so I suggest not going into that. I think (atleast for me) its the fear of having a painful death idk.
Well no doubt most people would want to go to heaven. The reason why people are afraid of death is because there is no guarantee of what happens after your life ends. Science has been unable to prove anything related to this nor affirm anything so there is still that uncertainty. I mean none of us alive here can really know the truth. And those who know the truth are already waiting for us on the other side (if it exists )