They say such a thing because that's what they believe in due to religion telling them that. It isn't like they revel or enjoy that idea as they don't want her to go through such a thing but it's more so that they believe in such a thing due to following religion instead of logic. I'm also an atheist as I acknowledge that there is no god. My sister is in a good place in the sense that there is no "her" anymore as she was a by product of her brain which has ceased to exist meaning that she, along with all of her suffering and pain, also ceased to exist.