I believe that one's life is not set in stone. I believe that death is. It is a permenant situation. I see a little irony in the building of the pyramids with the set stone, even though their beliefs suggest that they believed that their "souls" would rise and live in the pyramids after their deaths.
In building the pyramids, they began unifying their country, by pulling in men from around the areas to spend most of their lives building the structures. They worked and lived side by side, for a shared goal, had wives, maybe families. They built the pyramids for their king, because they were taught that they "owed" him.
Some theories to explain their preoccupation with continuity in the afterlife would be that possibility that their lives were so good on earth, that they held their being alive in favor of the afterlife, and a general human desire to live forever. You see that in today's age, with all the plastic surgery to make people look younger, and radical new fads in diets and conserving the body. People as a mass will always want to live forever. Some things are too good to let go.