Even the polytheistic religions of ancient Greece and Rome provided comfort for the believer. Death is hard to deal with, even for non-theists. It's not pleasant for us to think about being dead, rotting away, being eaten by bugs. It's hard to imagine not living. We all have seen death in one form or another before, and the horrible ways that some people and animals end their lives is too horrifying for many of us to want to think about.
Religions comfort our feelings surrounding death.
For our own deaths, religions usually offer a paradise or reward for making it through life. It's all an emotional mask for the horror and dread that many people have about death. I think that the main difference between atheists and theists is that atheists do not let their mortality frighten them. In foxholes and on battlefields, the atheist is less likely to break down and pray to a god for divine help, and more likely to anylize the situation and try to find the way to safety that works for them. Of course, I do not assert that all atheists are braver and more rational under stress than theists, nor am I implying that all theists are quivering lumps of irrational cowardice.