Not only is it comforting, but it helps to do away with the bullshit reward/punishment system that most religions have associated with them. Realizing that you only have this life makes you appreciate it more and make the most of it. You also don't have to live with the stress of a god-like figure waiting over you with a baseball bat when you trip up.
Nothing is your own except the few cubic centimeters inside your skull. - George Orwell