I think is a matter of perception. When some people think "what's next" they really mean "what's the end result". Often that leaves them continually frustrated because they will never get the answer they want. The end result for all of us is death. On the opposite in of that spectrum is "what's next" in the literal sense, meaning the next breath, the next moment, the next day, the next tangible planned event.
Having spent the better part of my professional life as a project planner, I tend to instinctively manage my own life and well being in the same way. I have short, mid, and long range plans as well as contingency plans. I mostly focus on what's next in the literal sense, such as when I finish writing this post, I'm going to go to the bathroom. Not much scary about that. I certainly have longer range plans, but I see them as preferred intentions, not absolutes. Nothing scary about that either. So I guess my bottom line as far as your question goes, is that I don't find not knowing what is next scary. In fact I would find always knowing what's next to be pretty boring.