All religions have to face the epistemic problem of the afterlife. I call it an epistemic problem because it goes beyond our cognitive faculties to imagine something which is no more conditioned by the categories we are inevitably bound to. It is, in other words, not an accident that we think within a fixed space and time and to imagine a "place" or a "dimension" (please notice that it is difficult even to call it) where this would not be the case is hardly possible.
In a wonderful book, Tous les hommes sont mortels, Simone de Beauvoir explains in the form of a novel that an endless life is no blessing since it is only due to its being limited that we can enjoy what life brings to us. We feel happy of our achievements because we succeeded in achieving them notwithstanding the limitation of our life-span. If one were immortal, there would be no merit in having learnt, say, 30 different languages or having climbed all the over 8000m mountains of the Himālaya. Still, this is exactly what happens to be the case in the afterlife (I am meaning by that what comes after all lifes, that is, mokṣa, heaven, paradise, nirvāṇa, …). All religions, from this point of view, run the risk to propose as an ideal either just the cessation of this-worldly unhappiness or a sort of (imprecise) bliss. One could face them with the reproach one usually employs against the Nyāya-Vaiśeṣika mokṣa, that is, that no one would sincerely strive for it (if not faute de mieux, because the present state is so full of suffering).