If it was a fact that hell existed and it is 100% for sure that evil people go to hell - wouldn't you try to be good?
One thing which really bothers me is that in a lot of fantasy settings the people of those realms *know* for sure that gods and the associated powers exist. Also, it is a fact that there is a hell and heaven (or multiple hells, heavens etc.) as in Forgotten Realms or Planescape settings.
For instance, in Planescape Torment, every person living in Sigil knows there exists multiple planes of hell/heaven, and you end up at hell if you are an evil person. Hell is not a nic