The alien cultures that believe in afterlives and souls are often shown to be more primitive and backward in several other ways.
Klingons may have warp drive, but they've barely mastered hygiene and walking upright otherwise.
Bajorans have been shown to be incredibly stubborn and heavily indoctrinated, their religious class more or less ruling the masses and running their schools as current advocates of "intelligent design" would drool at the thought of being able to.
When someone even demonstrates the soul exists, we can wait for Data to be built, then debate whether that "life form" has one. But if such a thing exists, we should be able to just measure it and see anyway.
Hell, I can claim I have magic purple tentacles in place of a soul, but just as invisible and made of the same "stuff", prove I don't.