There is no reason to believe that an "afterlife" has to last forever. Afterlife believers just arbitrarily assume that it has to.

BTW, I've wondered how Casper the Friendly Ghost is supposed to work. If he's supposed to be some kind of immortal being, what is going to happen to him over geologic and cosmic timescales? Billions of years from now, after the sun expands into a red giant star and destroys Earth, is Casper going to be floating around in interstellar space and still wishing he could find living children to be his friends?