More to the point, they fear death. They're not SURE of what lies beyond. Or who. They think this jealous so-and-so they've built up in their heads is going to consign their poor daughter to some firey pit just because she didn't complete some act of abject submission before she dies... hmph.

Any religion that has as its central figure a right royal bastard like that, I want no part of.

With all those seven deadly virtues
Free and happy little me has
Not
Been
CURSED!
    -- "Camelot", Lerner and Loewe