In this case, I think the title is a bit of a pun.
An "afterlife" (one word) is the part of our life after we die - whether we go to heaven, hell or rot in the ground, you can decide. In this sense, "afterlife" really means "after death".
This particular TV series is about the husband's life after his wife dies. So "After Life" (two words) means the part of the husband's life after his wife is gone. For him it is a sort of hell, since he misses her so much. Here "After Life" means "after death" but not of the same person.
I am probably making this more complicated than it needs to be, but hopefully you get the idea.