Sdi's made about half of the points I would have made. The other thing I'd point out is that the whole point of the ancient Greek mysteries was that they offered a better afterlife -- and an enormous number of Greeks and Romans became initiates of one mystery or another. In Athens, for example, the Eleusinian mysteries were a big annual event for the whole city, and a very substantial share of the city's residents (including women and slaves, who were explicitly permitted to take part) were initiated into it.