In this case I think that the mystery of life requires something to avoid existential angst, and some people use the afterlife as that something. Other religions (like Buddhism) might view the entire question of “what is this?” as absurd, and so use methods like meditation to help alleviate the angst, thus avoiding absurd beliefs.
TLDR: the mystery isn’t the absurdity but our reaction to it might be absurd.
TLDR: the mystery isn’t the absurdity but our reaction to it might be absurd.