As I see it, the basic flaw in the materialist worldview is this:
http://plato.stanford.edu/entries/perception-episprob/It is also what leaves the door open for more transcendent views. Eastern religions, in particular, are founded on the basic idea that your everyday experience is illusory.
You dismiss religious beliefs as based on "essentially nothing". In fact, the basis of religious belief in the most general sense is conscious experience. The kinds of conscious experience that you would probably call hallucinations. But, referring again to the link above, you are probably disposed to call shared perceptions "real", and non-shared perceptions hallucinatory. Religiously, metaphysically, or even philosophically minded people might call that arbitrary. Chauvinistic even. We act like consensual reality is real because it's convenient, intuitive, and seems to get us good results in consensual reality.
You say "zero credible evidence of an afterlife." That's true, if you restrict yourself to what's usually considered "evidence" in science. Evidence that more than one person can perceive at the same time. But individuals can go further if they really want to see whether there's anything to see. Are you willing to dedicate yourself to a meditation practice for a long time? Psychedelic drugs? Flatliners (the 1990 movie)?
I'm not recommending that anyone do anything dangerous. Just pointing out that there are things you can observe first-hand, that aren't likely to be replicated in a study.