Most of us are convinced that we are our egos, which is who we think we are. The ego is part of our incarnation. It dies with the body, which is why we are so afraid of death. Death scares the hell out of who you think you are, especially if you think you are this body. Being around death forces you to open to a deeper part of yourself. The shadow, especially the shadow of death, is the greatest teacher for how to come to the light.
When you are fully present in the moment, there is no anticipatory fear, no anxiety, because you are living here and now, not in the future.