[…] the total emptiness of for ever, The sure extinction that we all travel to And shall be lost in always. Not to be here, Not to be anywhere, And soon; nothing more terrible, nothing more true. (16-20)
This is definitely not the Sunday school notion of death. Many religions offer the idea of a life after death, often one that makes earthly life seem… well, earthly. Even though the speaker doesn't mention religion directly here, it's pretty clear that he doesn't believe that there is someplace like heaven or an afterlife.
No trick dispels. Religion used to try, That vast moth-eaten musical brocade Created to pretend we never die. (22-24)
Do you get the feeling that the speaker doesn't think much of religion? Actually, it sounds like the speaker has nothing but contempt for religion. Larkin's word choice and the images he uses make it seem this way.
Religion is described as one of the "tricks" people use to try to ease their fear of death. What comes to mind when you hear the word "trick"? We think of a card trick, or being tricked by someone, or trick-or-treat (mmm, trick-or-treat). While card tricks are neat, and it's always fun to get candy, the word "trick" doesn't really command any kind of awe or respect. It's kind of a trivial thing that is designed to fool someone—to make someone believe something that isn't true. If the speaker is categorizing religion as a mere trick, that's a pretty good indication that he doesn't think it's a very important or useful institution.
Things don't get any more respectful in the next line. The speaker describes religion as an old, moth-eaten, blanket. It might have looked pretty once, but it certainly isn't doing anyone any good now. Ouch.
[…] this is what we fear--no sight, no sound, No touch or taste or smell, nothing to think with, Nothing to love or link with, The anaesthetic from which none come round. (27-30)
Consider this description of death. The word "nothing" just about sums it up. Now, think about the descriptions of death and what happens when we die that are associated with many organized western religions. We've got angels and pillow-y clouds and harps and eternal peace and joy—totally different than Larkin's description. This stark contrast emphasizes the distance between the speaker's views of death and the views of organized religion.