...they know what life is like in the holding areas? It's generally understood that things are more fun outside the holding areas. Mortals of Golarion do have some general ideas such as, for example, Elysium, the Chaotic Good afterlife, being an infinite wilderness that is really pretty, and it gets prettier and more complicated and interesting outside the holding areas.
Wizards need to retrain, or so one hears. Clerics have finished out their term of employment and may enjoy whatever rewards are now due them for their mortal service.
Children cannot be born in afterlives.