The Buddha knew that he would die and would not be reborn.
Jesus believed that, after he had vicariously suffered for Israel but while he was still alive, a legion of angels would rescue him from the cross and that God would then reimpose His direct rule over the whole Earth. He died realizing that this approach had failed.
St Paul believed that Jesus had risen, had appeared to him and would return to initiate the kingdom as soon as he, Paul, had completed his mission to the Gentiles.
Maybe all three had some insight but the second and third let their imaginations generate illusions.