"I'm so sorry," she says sincerely. "When we die, our souls are distributed among the gods. The exact arrangement has varied over time and Asmodeus will change it at some point in the future, but right now souls are judged in the courts of Pharasma, the goddess of the dead. They are judged according to their Law and Chaos, and Good and Evil. Those are - concepts the gods use, they might be translating to nearby concepts that your people use or they might not. Law as it is relevant to humans is mostly the tendency towards order and participation in ordered society, the willingness to obey the law and obey just authorities. Evil as it is relevant to humans is, well, the tendency to have goals and accomplish things, unless you're willing to be very terribly narrow about it and only associate with similarly narrow people. The gods of Law and the gods of Chaos generally oppose each others' interests, and the gods of Good and of Evil often do as well, though it's not universal. The Lawful Good and Lawful Neutral and Lawful Evil gods work together at the Worldwound to stop demons from spilling out across the world and destroying everything.
I think that Asmodeus could claim your souls, if you allied with him, so that you would get an afterlife when you died. He would be happy to do this; He considers it wasteful, for souls to be - whatever must happen, if they don't go anywhere. To devils souls are valuable, even the weakest ones."