I remember way back when Steve Jackson Games set their fantasy in "Yrth," a world colonized by real people from our own middle ages. Why was this ground-breaking? Because Yrth's inhabitants did not practice made-up religions which resembled our own but had all the serial numbers filed off. They were Christians, Muslims, and Jews. Well, most of them. Who knows what the Sahud were.
As common as it is now to have games which portray real religions, GURPS was quite daring at the time. The memory of "Mazed & Monsters" was still around, you know. There were accusations that D&D was Satanism. Game designers did not put real religion in their work, it was just asking for trouble. GURPS used the Crusades as an engine for plot and character development, and Ars Magica did the same thing. Then you got the whole World of Darkness thing, in which vampires may or may not have been descended from Cain, and in which all religions are basically one religion, which may have been the modern incarnation of the original lazy failure.
Anyhow, I bring this all up because Heaven and Hell are non-negotiable elements of Arthur Lives, though unlike D&D players aren't likely to travel there for adventure. Now Faerie -- there's a spot people could go to, and that will be much more fun to write. And a lot more work. But for now ... here's to Yrth.