A logical should would be something like if I were to die I would spend an eternity in ceaseless boredom. That would be a reason to avoid death. Otherwise it is just a false anticipation, like jumping off a high rock when you know it is perfectly safe. I try to eliminate that from my life if I can, which is the rational course of action. I think this is the psychological basis of thrill seeking.
If you look at your own decision making process, you'll see that this procedure is how you also shape your psychological reactions. Say you really dreaded a certain event, such as moving out of your parents house. Then, when the time came, you found you could handle yourself alright. With that knowledge in the back of your mind, you no longer dread similar situations as much. I'm just making this process explicit in how I think about life.
It would suck if the final act of existence were painful decline, followed by eternal oblivion. It could well be the case, but I'm glad that if it is, I'll never know about it.