If the fear of not knowing what happens to us when we die/fear of death wasn't a huge part of belief in the supernatural, why does some kind of afterlife appear in most of the world religions?
You are assuming that afterlife = fear of death. Now assume that afterlife = reality, that's all I'm doing.
You see, fear is the opposite of faith. Faith/belief and fear/doubt, are opposites. On the boat, Christ says "Where is your faith", because his apostles had been overcome
with fear. They feared for death, instead of having faith in life.
Fear of death doesn't make the believer, faith in life does. He is the life/overcomer, of fear/death.