One theory says that the deceased spend a few hours or maybe a couple days here but then move on. If that holds any truth, then after several years they are gone gone.
I think the idea of an afterlife was born out of the fact that it is nearly impossible to imagine, in first person, ones self not existing.
Try this -
Imagine yourself driving down a familiar road, or laying in bed, maybe spending time with a lover or just whatever you do.
You think of how you feel, your surroundings, who might be there, all that. You do not see much of your own person, just what is around.
NOW try to imagine not existing, from the same perspective (first person).
Or try to remember something from before you were born. REALLY try to tap into your psyche for either one of those.
It takes your mind to a place that is almost suffocating.
People cannot accept that one day they will no longer exist so that is why there are speculations of an after life.