Skeptics and materialists, along with most atheists, derive knowledge based on what can be discovered in reality.
We see in reality that there are planets, so we believe there are planets.
We see in reality that evolution happens, so we believe evolution happens.
We do not see any objective evidence of an afterlife, so we do not believe in an afterlife.
What we want, or what we think should happen does not dictate reality. For instance, sure, heaven sounds like a nice place to go, however, since no evidence exists to support its existence, we do not accept the claim that it does.