It did make me raise an eyebrow when Rogan got him to admit he was afraid of the possibility of Heaven being real, due to it also being eternal.

Bruh, if you really don't believe in something, why fear it? Do you know how scared I am of the possibility that Jason Vorhees is real? Not at all! I'm also not scared of the idea that Outworld is real and will take over our realm if we lose another tournament..

So shouldn't the concept of Heaven be just as powerless to his sense of fear?

I'm not making a statement or trying to imply anything, I'm not sold on an afterlife of any kind (I think it's a lovely idea, but, I also think it literally raining chocolate is a lovely idea), I just found that confusing is all.