Does any major religion not believe in life after death?
Is there any major religion that believes there is no life after death or any continuation or reincarnation whatsoever?
Are you kidding? Absolutely everybody, including atheists, believes in life after death. Eleanor Roosevelt died and you're still alive, yes? I rest my case. The question is not whether there is "any continuation or reincarnation [of life] whatsoever" but whether (1) you continue to enjoy some sort of personal existence after death, and (2) whether there is a spiritual or immaterial realm that transcends this mortal coil. On the latter point every religion I have ever heard of argues for the affirmative — else why have a religion? — but there is disagreement on point #1.
Buddhists, strictly speaking, do not believe in an immortal individual soul and in fact much of Buddhist teaching is aimed at the extinction of personal desire. Other eastern religions don't take it that far but do say the proper aim of individual souls is to merge anonymously with the Great Font of Existence. Old Testament Jews did not have a fully worked out idea of the afterlife until late in the game and even today one may argue that personal salvation in Judaism is secondary to the deliverance of the Jewish people as a whole.
Apparently it was the Egyptians who first popularized the idea of a personal postmortem paradise, an idea since adopted by Christians and Muslims. But it's not true, as your question seems to suggest, that the chief appeal of all religions is the chance to cheat Mr. Death.
You claim that "it's not true … that the chief appeal of all religions is the chance to cheat Mr. Death." What, then, is their major selling point?
Why, the promise of obtaining some clue what it's all about, Alfie. Isn't that enough?