No, not really. Not even that. At least, not according to Phil Zuckerman. In
his book about the secularization in Denmark and Sweden (2010), he interviews a hospice worker who tells him that irreligious people don't seem to miss religion when they are dying. On the contrary, religious people tend to have doubts about their religious beliefs and therefore become anxious.
I found it kind of contra intuitive, and, of course, it's only anecdotal evidence, but on the other hand, there's also a certain logic to it that makes me think that it's probably true.
I found a quotation that I posted in another thread:
http://www.internationalskeptics.com/forums/showthread.php?postid=12307718#post12307718
ETA: A short excerpt:
It's weird that it might actually be an act of
mercy to persuade dying Christians that there is no vengeful god who will punish them for their sins (real or imagined) after they die.