Imagine, if you will, that you have just passed away. Died. Become deceased. Perhaps not the most pleasant thing to imagine, but the next part is perhaps better: you are standing over your deceased body, realizing that you are no longer biologically alive, but are still possessed of sentience. I can't imagine any greater feeling of relief, than to have finally reached great unknown, and realize that our life long fear of death is just a dream. A little bit like The Monster at the End of This Book, only also mixed with the stunned realization that things are exactly as they were imagined to be. Perhaps the light at the end of the tunnel is there. Perhaps, like in Terry Pratchett's discworld novels, Death is speaking to you. Maybe it is a traditionally religious afterlife, with Jesus and angels and whatever else is there. Maybe you find yourself in a crystal spires and togas utopian garden. Imagine all of this.
And this is where the real thought experiment comes in. After having died and found yourself surviving, in whatever form, will the fear of non-existence go away? Perhaps in whatever utopian, soft focus garden you find yourself feeding grapes to lions in, one of your fellow souls takes a journey, and does not come back. Perhaps people lie down to sleep, and do not awaken, breathing softly but for centuries or aeons making no movement. Or perhaps in the afterlife, you remember some of the science you knew back on earth, and theorize that our souls are actually subtle physical elements, energy structures that feed on the carrier particles of the extremely weak lepton-repulsive force. Freed from our physical bodies, these more subtle bodies still exist, but even they may some day decay. Or perhaps you just realize that your aeons of happy existence are just the last one or two seconds of life. In other words, there are about a thousand ways that even after dying, after realizing that life was just a dream, the fear of death will still occur to you. That is, no matter what experiences you go through, the phenomenological possibility of non-existence and the unknown will still be there, along with its attendant dread.
This is not even something that needs to be explained through thought experiment. Most people will have hundreds (if not thousands) of dreams (even if most go unremembered) of a time when they are in grave danger, only to wake up to the real world with the danger only a fading illusion. And yet these awakenings don't make us less afraid of the concept of death.
Phenomenologically, our fear of death is based on the fact that we have consciousness. Consciousness, in order to function, must have something that it is not. In other words, consciousness must be limited in order to exist. And no matter what worlds that consciousness transmigrates to, no matter if angels come out and give us wings and a harp, that consciousness will always have something to fear, because there is no way it will be able to get out from its barriers, to know if there is anything beyond itself.