In the section, "Religiosity's effect", of Wikipedia's "Death anxiety" article are the following references:
The thought of death causes a different degree of anxiety for different individuals, depending on many factors.
A 2012 study involving Christian and Muslim college students from the US, Turkey, and Malaysia found that their religiosity was positively correlated with an increased fear of death.
Other studies have found a strong sense of religion in a person's life can be related to a lower sense of anxiety towards death. Although there has been no association discovered between religiosity and death anxiety, it has also been shown that death anxiety tends to be lower in individuals who regularly attend religious meetings or gatherings. On a recent study, one hundred and sixty-five church participants have been asked to fill out the "Intrinsic Religious Motivation Scale, the Revised Death Anxiety Scale" and the results were analyzed using factor analyses, Pearson correlation, and linear and quadratic regression. All found an inverse relationship between intrinsic religious motivation and death anxiety. In short, the more religious you are, the less anxious you are about death because you may associate death with another beginning that is promised through many religions. The study also found that gender did not have an effect on religiosity and total death anxiety.
Wikipedia cited three references:
Ellis, L.; Wahab, E. A.; Ratnasingan, M. (2013). "Religiosity and fear of death: A three‐nation comparison". Mental Health, Religion & Culture. 16 (2): 179. doi:10.1080/13674676.2011.652606.
Wen, Y. (2010). Religiosity and death anxiety. The Journal of Human Resource and Adult Learning, 6(2), 31-37. Retrieved from http://search.proquest.com/docview/867401301
Wen, Ya-Hui. The Journal of Human Resource and Adult Learning6. 2 (Dec 2010): 31-37.
From this it is not clear that religious people and in particular Christians are more afraid of death. Wen's research, based on Wikipedia's review of it, suggests that may not be the case.
Regarding conservatives fearing death more than liberals, neither of the two articles cited reference either "death" or "dying". They both do claim that conservatives respond more quickly to threats.
John Barge writes in The Washington Post, "Conservatives, it turns out, react more strongly to physical threat than liberals do."
Bobby Azarian write in Psychology Today, "Essentially, to many conservatives the world looks like a much scarier place."
Viewing the world as scarier or reacting more strongly to physical threat than liberals does not mean that conservatives fear death more than liberals.
Bobby Azarian. "Fear and Anxiety Drive Conservatives' Political Attitudes". Psychology Today. December 31, 2016. https://www.psychologytoday.com/us/blog/mind-in-the-machine/201612/fear-and-anxiety-drive-conservatives-political-attitudes
John Barge. "At Yale, we conducted an experiment to turn conservatives into liberals. The results say a lot about our political divisions." Washington Post. November 22, 2017. https://www.washingtonpost.com/news/inspired-life/wp/2017/11/22/at-yale-we-conducted-an-experiment-to-turn-conservatives-into-liberals-the-results-say-a-lot-about-our-political-divisions/?noredirect=on&utm_term=.1b43549ca0a5
Wikipedia contributors. "Death anxiety (psychology)." Wikipedia, The Free Encyclopedia. Wikipedia, The Free Encyclopedia, 26 Mar. 2019. Web. 28 Mar. 2019.