Privileging the hypothesis of a meaningful afterlife rather than Occam's razor that it doesn't exist or it is the same as ghosts and photographs.

Okay, against an opponent who says that death is good because there is a good afterlife, I can see how this one would work. That's not an argument that death is bad, of course, or clearly an argument against 'accepting death' (whatever JKR meant by that), but it's progress. The chapter itself doesn't mention death at all though.

The mechanisms by which religion and other sadistic beliefs can spread.

And your thought is that it's 'sadistic beliefs' that teach that death is not bad? Why does explaining these mechanisms show that death is bad? I'm afraid this seems very indirect to me.

the scientific method...Bayes theorem

Do I really need to explain this one?

Yes, that one especially, if you have the time and inclination. I recognize that I'm imposing on you here.

Useful for having the patient to investigate and hold off on conclusions (which lead to confirmation bias & backfire effects - you missed those).

The question was, 'how does this relate to the thesis that death is bad'? I mean, if we think death is bad, then in some sense we could take any good epistemic principle as relating to that thesis, insofar as good epistemic principles relate to true beliefs. Is this as direct as we can get?