The Abyss is too peaceful, cold and boring… a good motivation to come back to life.
Dante's Inferno ironically describes Hell as a Frozen Wasteland. The Devil has to keep flapping his wings as to not freeze else he'll fall into the endless pit of Despair.
The Fire is facing your fellow Man for your crimes. Imagine it must feel like an eternity the moment leading up to your lynching / death.