People just need something to believe in. If they want to believe that there is an afterlife for them, it's fine. It makes people feel better about death.

It also helps people live their lives with purpose.

I got told when I was younger that animals go to animal Heaven lol.
Probably false, If heaven exists then I'm sure it will be for all species.
Also, believing in the afterlife gives us something to look forward to when our time comes.

Here's a quote i kinda like:
'I would rather live my life believing there is a God and die to find out there isn't than live my life believing there isn't a God and die to find out there is.'

As SPEED said, our main drive for wanting an afterlife is most likely fear of death.
Our sense of entitlement I think comes mainly from Religion itself.
After all, according to the Bible, God made the Earth and gave humans control over it, so why would we feel as though we can't use the world for whatever we want?

You can see all through prehistory, we began as hunter gatherers who would respect the land, worship it even, animistic societies were spread all around the globe.
Slowly as time went on we grew out of those humble beginnings and invented God's.
If different people all claim divine right over something, eventually it will be destroyed.

I think that's what we're witnessing in the world today.

As for animals having an after life, I suppose it depends on what you believe.
I believe that everyone has an after life, fuelling the growth of plants, grass, and eventually new life, just as previous lives fuel us.
We are borrowing these atoms, eventually we have to give them back.

I believe there is an afterlife for animals, it's their spirits along with ours. If animals were not allowed to be in Heaven why would God tell Noah to collect animals for the earth. I mean of course it was to populate and be used for food but it's God's creatures.

There is literally no way to prove that we are the only species to believe in a after life.