well some people think that they should have memories of this after life if they go there, but who's to say that the afterlife is not something entirely different that humans cannot even imagine or able to comprehend, memories ? who to say its needed in the after life.
This if for both irl and in the narutoverse, sorry i got all spiritual and what not >:S
Besides, there was a couple scene where we see kakashi and his father, I think there were others but I don't remember.
Naruto has actual spirits/souls that any ninja can see, they must go somewhere.