Perhaps they are selfish, but I would say that probably is true with many religious people. There is always an offer of another life, whether here on earth, heaven, some even teaching you might come back as a dog.
I would agree that many are selfish in that they are scared of what might happen if they don't believe, or yes, even what is offered in the afterlife.
For me though, I would rather have gone to heaven and experience everything that has to offer than to stay here on earth forever. If I had learned the witness deal as an adult, I would have thought, wow, that sucks! I gotta stay here forever??
Don't get me wrong, I love my life here. But I do believe that this is the tip of the iceburg of what one day we will get to experience.