What do agnostic people believe when they die?

Agnosticism is not a single, unified 'religion' or philosophy. Probably, the majority of Agnostics have no particular belief when it comes to the afterlife, but some may have beliefs that are related to a humanistic or scientific understanding of the world. The question is a little like asking: What do non-monarchists believe about foreign trade? People who are not monarchists will include a huge part of the world population with widely varying opinions and beliefs. You don't have to all political beliefs in common in order to be numbered among non-monarchists. It is the same with agnostics, or non sky divers.