Well, you presuppose that our own life is finite.

My dad died. My mom died. A friend of mine died. My grandparents died. And so on and so forth. Objective reality, in the same way I age and am a woman.
Now, if my parents are leading some other form of existence or they were being born again, I cannot say with certainty. I need not. It shall satisfy me to have faith.

If we ask ourselves: What was I before this life?

It is language or synonyms for "life after death" ( a contradiction, actually:). I once asked myself all these questions and I have left them behind me; sort of ;)

neither birth as the beginning, nor death as the end. Everything that has a beginning, I think, has an end. But that which is uninitiated, properly eternal, has no end.

Agreed.
It's a matter of cultural expression, though. We have the need to find a common one. Christianity is not he worst, if those are the roots of your parents and grandparents, for example. I tried Buddhism for quite a while and recognized that it does not work for me.

If you get too mixed up in various religions, you might lose more than you win.