We do not have immortality, but that also means we can throw away the irrelevant crutches of god-belief. We've walked successfully without them — cast them away, stand as a proud human being and meet fate without the wishful delusions of faith. That's why this thought is a sacrilege — it says that we have no need of priests or gods or persistent ghosthood, ideas that have only hobbled us.
PZ is talking about the rest of what we don't think exists. A soul. Life after death. Forget the god thing, not believing in a soul is much more fundamental in atheism. People believe in reincarnation and ghosts because they think there is a soul that is separate from our bodies and brains. More wishful thinking I believe. But I understand it more, it is hard to see how we can cease to exist when our brains die. What happens to our thoughts. It is hard to think that our thinking self will actually stop.