What I'm saying is that it opens the possibility of there being a sort of afterlife of sorts for some, apart from 'the beyond'. We know there are several groups that exist after death (the fused, heralds, shades, the returned) There's something about the Oathpact that makes heralds not go to 'the beyond' when they die. What if there were other versions of this elsewhere, that can bypass the beyond? Also Ati was not a 'normal' person, he was a vessel, perhaps he expects he should be somewhere other than briefly in the cognitive realm and then in the beyond. We already know there are different rules for former vessels with this as Kelsier tells Vin that she doesn't 'need' to go to the beyond like others do.