There doesn't seem to be any particular evidence that the religious are more afraid of death, however, in fact it seems to be quite clear at this moment in time that the public at large generally is deeply fearful of death, has little capacity to talk about it, and generally has a very difficult time dealing with it's inevibility
This is interesting from the point of view that one of the things I find most reassuring about my atheism is a total lack of concern about death. Sure, I don't want to suffer a painful or drawn-out demise more than anyone else does, but with regard to what happens afterwards? Couldn't give two hoots. There's nothing to be afraid of at all in non-existence. The universe functioned perfectly well before I ever existed, and it'll continue to function long after I'm gone. There's no point at all in worrying about people left behind etc, because my non-existence means it's entirely impossible for me to impact that in any way whatsoever.
I think a lot of the people you are talking about have a lot of those fears because of a lingering, residual sense of religiosity, even if they are not outright religiously minded themselves. They fear something that they can't quite put their finger on, when the fact is accepting that there is literally nothing, and no reason to fear anything as a result, is enormously liberating and anxiety-reducing.
If you think about this, a religion that you aren't quite fully bought into, telling you that you have to do this or that in order to ascend into the afterlife, but you don't fully believe it or fully disbelieve it either, that's got to play on your mind and act as a source of anxiety. If you never put any credence in those notions to begin with, you simply don't have that doubt, and you don't have the resultant anxiety.
I accept many people with faith will feel exactly the same way about death as I do, i.e. totally fearless, but they're not the issue really, it's the people who are kinda stuck in the middle.