I'm Christian, and feel likewise - no existential dread. We recently had various deaths and mortal health scares in our family and among friends. I hadn't really confronted death before that but I realised that because I had complete faith in the fate of the departed (or the person who was unwell etc), it was the people around them that I worried about more, but even that was tempered by the fact that I knew they'd be taken care of too.
It's a bit more complicated than that. Imagine playing a game of Minecraft where the game was constantly being updated to help you get the most out of it, and where you experienced something much deeper as a result of engaging in that process.