The concept of an afterlife also may imply immortality in some other dimension, but how can immortality be possible? If I were to die and wake up in an afterlife, what would happen if I were to die again? How could I be immortal in an afterlife?
From a Christian perspective, when we go to heaven or hell, we no longer live in this universe and thus the way we traditionally think about life and death no longer apply. And in the consummation of all things with a new heavens and a new Earth, there will presumably be no death.