But... You don't. There are no alternatives, no other options.
Reality doesn't shape itself to your will. It doesn't matter how much you with and hope and believe in an after life, that won't make one appear. In a similar way, if there is one, then it doesn't matter how many people don't believe in it, it will not just go away. There is no choice to be made, you get the hand you are dealt.
I think he meant something like, before he was born he didn't know what is was like to be alive.
And now that he is alive he would rather continue that way.
But death is the most amazing mystery you will ever encounter. o.O Why would you want to deny yourself that?
Because all signs point to that mystery being "well I have nothing to do now". Except there isn't even an -I- to say that! And I LIKE having an I!
When the alternative is to fuck around in the universe for a good few billion years, see everything seeable and figure out how to break entropy and make the party last forever, I think I can take not knowing what it's like to be in a dirt box in the ground.
Besides, I've heard of no afterlife that I'd actually like. Even Valhalla is not my cup of tea, it's all fighting and boozing, no discovery!
It's why I'm going into neuroscience, so I can make sure -I- am around, not in the ground, and not someone else impersonating me because I broke mental continuity by scanning my brain and shoving the copy in a computer, then destroying the original. (Whoever thought up that idea is irrevocably stupid, if they couldn't grasp "Heeey... That would just be a copy... Not me... :C")
Edit: Curiosity! THAT'S why! Because sure, maybe death is a great big party. But, I AM going to die. Eventually. Hopefully never, but eventually -something- is going to happen. It's very hard, if not impossible, for me to make sure death NEVER happens. And when I do die, whether it's tomorrow or at the end of all time, THEN I can find out what's happening, if anything.
In the MEAN time, I'd like to stick around and discover everything I can, which is best handled by being an immortal machine god. I mean, it's just simple logic.