That is a good question.
The belief in higher power(s) is due to the Firstlings (The First Ones and their children). Living on Alroria, is much different than being on Earth because the air a human breathes can greatly expand their lifespan by a lot.
The Firstlings are actually superpowered aliens who transformed a massively large rocky yet toxic planet into a beautiful lush and magical place.
But enough about that.
When Mages die (whenever that is), there aren’t funeral for them or even burials. The essence of their magecraft is sent to the air and keeps the people (the Mages) able to sustain their magecraft. As for their physical body, it turns into ash and wither away like dust.
Machina are machines and they all suffer a disease that none of them can escape from. The Rusting Syndrome which is a horrible illness that forces them to rust many years or centuries of being alive. There is no funeral or burial for them neither.
Gaians are just human, and their funerals and burial differ depending on the nation they come from.
Mage and Machina are the only ones who don’t do funerals or burials for the decease regardless of who it is.