If something isn't at all comprehensible or even imaginable, it's weighty evidence that it doesn't exist. In the words of American philosopher CS Pierce: "We cannot even talk about anything but a knowable object. . . . The absolutely unknowable is a non-existent existence." Consider also these words by German philosopher Josef Pieper: "We are evidently utterly incapable of so much as imagining anything that could be real and basically incomprehensible at the same time."
Now, can a person imagine annihilation? In other words, can anyone imagine having one's existence completely snuffed out? I don't think it's possible. And if it's not possible, then it's evidence that there is no such thing as annihilation. And if there is no such as annihilation, then all the fun is taken out atheism, which tends to believe that existence wholly terminates upon death.
I should add, incidentally, that I can imagine myself in heaven and can (too readily) see myself in Hell. I don't have a perfect conception of either, obviously, but I can mentally conjure up some impressions, whereas annihilation completely escapes me.