It sounds as if some of your sadness is about the unfinished business between you and your father. Religion, or lack thereof, is a very personal thing. It's sad that your father let his beliefs interfere with his relationship with you. I don't know what your beliefs are about life and death, and they are none of my business, but one thing is certain: no one knows for sure, so no one is qualified to impose his ideas on anyone else.
I, too, had a difficult relationship with my father when he was alive, although for different reasons. There is a book called Making Peace with Your Parents by Harold Bloomfield that I read and re-read. Over and over. I found it very helpful. I've had a number of copies and given away so many I can't count. The book even covers how to make peace with a difficult parent who has died. It's available in paperback. I recommend that you get it and read it.
