I've had dealings with the grim reaper in the past, he tried to get me a couple times.
I will quote Manson here: ""Living is what scares me. Dying is easy." "
Its like this for me: Im not afraid of death, but its the process of it that is painful. Its like getting teeth pulled, you arent afraid of the tooth coming off, but you are afraid of the pain of it.
Therefore i would say most people are afraid of the pain, not death itself. Atleast thats how it is for me. Im more worried about living, waking up day to day to this.
My guess for why some could be afraid of it would be: The unknown. Many are afraid of things they dont know yet, and people who are christians are often afraid because they've been living in sin and dont wanna face the Creator lol.