Since we are actually made of higher stuff, and we know innately that we are meant to live forever, we feel the desire not to disappear along with the body. From the beginning of history people were obsessed with leaving an everlasting memory.
As explained here:
It is a fight for survival of your everlasting element. But, Mitzvos and Massim Tovim are what actually give a person what he needs to be everlasting.