Waking up from dying is not exactly like waking up from falling asleep. Your memory isn't of a muzzy period that trails off and blurs into notness as you fall half asleep and then all asleep. Dying - at least if you do it the way Asmodia did, hearing a Security alert to cast resistances she doesn't have and then being swarmed by shadows before she could even reach her self-defense dagger - is abrupt. It's very clear where your last life's memories ends.
Coming out of it is something like being drowning in the water and then clawing yourself onto shore and coughing out that water, and then, having just finished doing that. Only without the whole part where you almost drowned, made it to shore, and coughed out that water, just the part where you'd finished.
Asmodia wakes up.
It doesn't take her very long at all to figure out why she's naked in a black stone room in front of a contract devil she met very recently.
Her internal screaming is very very very loud, but it's all internal, of course.