Knowing about the afterlife involves more than knowing that there is a spiritual world, it would mean we also know
what the spiritual world is like. What happens to human spirits, whether they are earthbound or cross over to the spiritual world, does not tell us what the spiritual world is like. Only by communicating with spirits who have fully crossed over to the spiritual world can we know anything about the spiritual world, but what those spirits report to us through psychic mediums is that the spiritual world is too different from this world to describe in words, which is exactly what Baha'u'llah wrote.
I believe that only God and the Messengers of God know what the spiritual world is like. God knows because He created it and the Messengers know because their souls (spirits) were in the spiritual world before they were born into this world and has a physical body. Baha'u'llah wrote that the Prophets of God never would have endured all their sufferings if they had not known that there were other worlds besides this world.
“Wert thou to ponder in thine heart the behavior of the Prophets of God thou wouldst assuredly and readily testify that there must needs be other worlds besides this world. The majority of the truly wise and learned have, throughout the ages, as it hath been recorded by the Pen of Glory in the Tablet of Wisdom, borne witness to the truth of that which the holy Writ of God hath revealed.”
Gleanings From the Writings of Bahá’u’lláh, pp. 157-158
He also wrote that His dearest wish was to be taken out of this world , hen His enemies has assailed Him on all sides.
“I am He that telleth abroad the favors with which God hath, through His bounty, favored Me. If this be My transgression, then I am truly the first of the transgressors. I and My kindred are at your mercy. Do ye as ye please, and be not of them that hesitate, that I might return to God My Lord, and reach the place where I can no longer behold your faces. This, indeed, is My dearest wish, My most ardent desire. Of My state God is, verily, sufficiently informed, observant.”
Gleanings From the Writings of Bahá’u’lláh, p. 228