Closest to God in us are not bodily perceptions, pleasures and pains, neither sense of beauty, i.e. aesthetic perceptions, but understanding of what is good and what is evil. We do not do that by body, but by something else in us, which we can call alternatively, "soul", "spirit", "mind", "intellect", "the inner core our our personality", "the inner man", "the conscience". And it is invisible, not visible or tangible. One can ask, can it or does it feel pain? Yes, of course, but not a bodily one, but incomparably, other-dimensionally more painful pain. 

Maybe you remember a soup-opera-type masterpiece film "Once upon a time in America", with Robert de Niro as a main character of "Noodles". By the end of this movie a friend who betrayed a friend throws himself into a garbage truck that minces garbage with iron blades, killing himself in such an ugly manner. Not a good decision to be sure, but it was more unbearable for him to carry the pain of a traitor than a death-inflicting pain of the garbage-mincing mechanical blades. That is what a non-earthly pain be inflicted on our inner core. Or, one can say "no" to a boss who asks him to advertise a harmful product, and he may be fired, with a loss of a lucrative salary. Painful, but this pain is eclipsed by the serene joy of that "inner man" for not acting ignobly and doing what was aught. This pain for which a man threw himself to the mincing blades, and that joy born from the pain and discomfort of losing a well-paid job for a right cause are not bodily and even temporal things. Kant says that such things do not even belong to a phenomenal-empirical world. And this in us survives body and goes to the presence of God at our death. Moreover, it cannot not survive the body, as Plato convincingly has proven in the "Republic", for everything dies, i.e. is destroyed, according to its specific malady, like iron dies, i.e. rusts by exposure to air and water, and our body dies by its proper versatile maladies; however, the "inner invisible core" mentioned above has as its malady only injustice and sin, but we see that even a most sinful man still continues to live, with the pain in him for sins smoldering silently in him; thus, if even its own malady does not destroy the inner invisible core, the soul or spirit of a sinful man, then how on earth a malady of a body can destroy a soul/spirit of a just man? This will be illogical according to Plato, who just conveys a common sense here.    

In Old Testament we have glimpses of the immortality of soul, in the New Testament - clearly, as we read, for instance, that soul of a girl is returned, or that Lazarus, from the famous parable after death is carried by angels to the bosom of Abraham, and it is not body that is carried by angels. And also so many cultures have this correct insight of soul being more principal than body and of soul's survival of body.

Thus, after death to God goes our most important aspect, the aspect through which we know what is good and what is bad, our conscious soul, or the conscience-endowed soul, which can be tormented by this conscience, or painfully be pinched by the same conscience. That's why the Lord says not to be afraid of those who kill our bodies, but of the one who can put one to hell after death, and this one can be either the Lord Himself or our conscience or both together, for unrepented deceased soul is tormented in presence of God.