'... I hope you will forgive me for this enquiry about a passage, in one of your [books]. It was a discussion about the common human fear of losing one's personal identity after death. And you suggested that this fear was unreasonable in view of the fact that few of us are dismayed by the thought that we have not existed before birth. This is putting it very crudely and badly, but I do remember being greatly impressed by the thought "Not to exist" appals us.... "Not to have existed" does not...."
Dear Mr Nichols, (August 25, 1959 )
... I am very sorry that I cannot remember in what book the passage occurs that you write about. The question at issue is part of the larger irrationality that we mind unpleasant things in the future more than in the past, which is why people like stories to have a happy ending.
Yours sincerely
Bertrand Russell
Source: Dear Bertrand Russell, 1969
More info.:
https://russell-j.com/beginner/DBR4-28.HTM