The inherent difficulty with atheism does in fact exist in just the way you've outlined. While religion often serves as the opiate of the masses atheism has no similar comfort to offer. It does not propose answers to unanswerable questions, it does not hold out hope where there was none before and it doesnt promise to hold people's hands through difficulties.
So yes, finally coming to terms with the fact that there is in fact no god and no afterlife can be very disconcerting and disheartening. And not only does it provide no hope, but the very knowledge that is now part of you for the most part prevents people from going back to the religious comfort they had known previously; their former comfort inextricably linked to a faith now deeply shaken.
Erikson, famous for his work on life stage development, mentioned two of his later stages that I find striking of those that have come into atheism as well. Namely Generativity vs Stagnation which he said was characterized by an interest in the welfare of ensuing generations and thereby seeking to leave a legacy for oneself, as well as Integrity vs Despair which entailed reflecting on one's life with satisfaction and learning to accept death as but one facet of human existance.
So while initially it his hard to accept the loss of self associated with death, it is an important life stage that can be realized in time. But like adapating to any life view it is not something that can just be adopted overnight. And certainly going from a realm of comfort to a domain that promises no such thing is anything less than easy.
My condolences on the loss of your father and my sincere wishes that you find peace in your life.