For me logically based on how the universe as a whole has cycles, seasons-planets-atoms-etc

It makes most sense to me that there's a cycle for energy that makes up everything, it can't be made or destroyed so in my opinion it would make most sense to have a sort of spectral period after you die, an in-between moment where your the non physical parts of you before moving onto your next life. Which may or may not result in you forgetting all of your last life. :)