If delusions presented only survival dsiadvantages and no advantages, you are right. However, that need not be the case.

The delusion about an afterlife can co-exist with correct cognition in matters affecting immediate survival and when it does, it can enhance survival chances. So evolution doesn't automatically lead to/enhance correct cognition. I am not saying correctness plays no role, but isn't the sole deciding factor, at least not in the case of evolutionary selection.