It is perhaps a fact of "life", that humanity is fascinated by Death, without which there is no "life". Most are driven, it seems, by the fear of the unknown, others by its intrigue. Surely the reason and the essence of "life", should also be of interest, an object of curiosity? This, however, although it occurs, is by no means as prominent as it is with Death, most likely because, whatever "life" is, it is, we are living it, and we cant change its essence, but Death, and what happens after you die, is nothing yet, it has no shape for the living. Thinking about Death, making a choice as to what we believe is to come, gives us an imagined control, imagined power, over death, and makes it easier to accept.
Perhaps another reason why Death is so intriguing is that it is, theoretically, the most likely point at which we may find the answers that were lacking in "life". That is, of course, provided we have conciousness in some way, shape or form. I personally believe, as do many, that there is something after Death. Even if there is nothing, Death would still be of great curiosity, as the concept of nothing, absolutely nothing, is one that even the greatest minds struggle to comprehend.
I suppose the most important factor in our interest in any afterlife, or lack of, should the case be, originates from our core instincts, we are alert for danger, we try to keep going for as long as possible. It is our survival instincts that make Death so fascinating, we want to know whether there is more "life" to come, whether it is safer there, or whether we should cling on to the "life" we know.
In short, Death will always be a focus of people's minds, but our reaction to Death, and to what we perceive it to be, is what is important, as it defines our "life", each others "lives", and possibly what actually does happen when we die. So our fascination with Death, you could argue, is part of our fascination with life.
For simple minds fear the unknown, average minds accept it, great minds fall in love with it.