They move on to the afterlife that has been destined for them. People don't understand that even if they have a different name for the higher power doesn't mean it isn't the same thing.
I have many names, God being the one I choose to use the most often. But I have been called a plethora of others. Yaweh, Jehovah, Allah, to name a few. And the name Christians have for my kingdom is Heaven, but it does not have one name. The afterlife is the afterlife, no matter what you call it.