Why do we regret? Why do we want to live to the fullest so we can die with no regrets? If life was finite, then it wouldn't matter what we did, or didn't do, because once dead we wouldn't be alive(spiritually I mean, physically of course death is inevitable), therefore not conscious, therefore nothing would matter. So we worry, because we know that life never really does end, death is a transitional period to the next life, and whatever we don't accomplish now will plague us in future lives, till rectification, which could take numerous lifetimes.

Subconsciously I believe we all share this knowledge, religious beliefs aside. We pray for loved ones who have passed on, but if they were truly gone, we wouldn't be praying for anyone.