And you have a very human take on spirituality, Sran, that Klingons wouldn't necessarily share. They're supposed to be aliens, not just humans with bumpy foreheads.
As you said, Klingons are fictional characters. That being the case, none of us know what a real Klingon would say about his spiritual beliefs. I have only my human experience with which to understand the perspective that a character in a fictional would have about the possibility of reaching the afterlife.
One could go by what's in the script, but scripts are ultimately written by human authors depicting their own views of religion and spirituality, be it Klingon, Romulan, Bajoran, or otherwise.