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I'd rather die than live forever in heaven.

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I think maybe you missed the part where heaven is the Eternal Presence of God. You seem to think that it's an Eternal Church Meeting or something. Regardless of your position on the existence of a Creator, His Presence would be something to actively seek were it available.

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At least of people I've met the religious people seem to be more afraid of dying than non-religious people.

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I think that by "religious" you mean Christian, and that Christians are exactly like everyone else, because they are people. It would be nice if being Christian actually changed something but it doesn't. Divorce rates are as high or higher among church-going people as non. Depression and suicide are evenly divided among Christians and non-Christians. In such an environment the Fear of Death is of course just as strong or stronger than outside of it.

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I think the first religion was invented pretty soon after humans became aware of their mortality.

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You wouldn't be the first person to make this observation. Some would say that the first religion was invented by the first guy to figure out that he could have political (tribal) power by performing as an intermediary to The Gods.

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Dying is extremely difficult concept to understand and even harder to accept. Going on denial is standard and among the religion we got ourselves eternal life.

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Dying is easy to understand, but nearly impossible to accept. We are talking about the annihilation of the egoic self, something that the egoic self is loathe to cozy up to.

You seem to have a condescending attitude toward religion though. Lots of people have this attitude that they are superior because they "don't need" religion and that those who do are weak and superstitious. Sometimes, they are just grateful, compassionate, community-minded people in touch with the current of selflessness running through them, or searching for meaning in life, or trying to find peace and harmony in their day-to-day existence.