It can be; you inhabit the body you died in. I know plenty of people who died of old age or disease or some other natural cause that's not particularly visible or discomforting, but I also know demon-dead who burnt to death or were hacked apart in battle. It can make death a difficult transition. Some handle it well and remain in Hell as long as they please, others choose to fade away quickly. Do demons have a different form in your world?
[There's no need for her to worry; he finds these sorts of discussions endlessly fascinating.]