It's possible that his anxiety about death is directly linked to his religious background, because if he's already aware that sometimes bad things happen to good people, and he believes that God is responsible for everything that happens, then that's not the kind of ideological framework that can make a child feel warm and fuzzy inside.

Our household is also not theistic, and the question of death has never seemed to be a big issue for DD8. Just a couple nights ago she asked why everyone dies, but there wasn't any kind of anxiety wrapped around it... just a question. She's growing fascinated with the idea of religion in general, though, and just recently acquired her own bible, which she has decided to read cover-to-cover (good luck with that).