Contemplating one's own non-existence can be, not only terrifying, but seemingly impossible or unreal. I can't blame anyone for preferring a more comforting narrative, even if it might happen to be unverifiable.
There are only two ways, that I can think of, to build a worldview. One is to use only currently verifiable facts and let the chips fall where they may, comfortwise. The other is to step just slightly outside of verifiable science where we can construct a more comforting narrative that we can claim is likely to be verified by science in the future. (OK, a third way is to just to abandon yourself to irrationality altogether, but...)
I don't begrudge anyone their comforts; life is hard enough already without deliberately making it more painful for ourselves, but I think it's good to at least be aware of which path we're taking. But I also realize that the comforts of self-delusion aren't nearly as comforting when we suspect we're fooling ourselves, so choose your poison carefully.
For me personally, the greatest peace comes from aligning my worldview, as completely as I am able, with well-established science, chips be damned. When science finally approves those comforting hypotheses, I'll be more than happy to embrace that liberation then. For now... I am at peace with my perceived limits.