What a matter, false teacher got your tongue?
I understand that you probably think that is a final gotcha but let's look at the Hebrew. I'll focus on the pertinent part of that verse. As the word order is in the original text.
are set forth as an example of fire eternal [the] penalty undergoing.
Notice the undergoing. Not having undergone as in the past. They are undergoing the penalty of eternal fire. You think those people were "burned to ashes" and no longer exist? Well, let's look at what happens to the unsaved prior to the death and resurrection of Christ.
Luke 16:22 And it came to pass, that the beggar died, and was carried by the angels into Abraham's bosom: the rich man also died, and was buried; 23 And in hell he lift up his eyes, being in torments, and seeth Abraham afar off, and Lazarus in his bosom.
The bodies they lived in on this earth are buried and decayed but their souls (or whatever you chose to call it) are still cognizant and aware of suffering. They were NOT simply destroyed to non existence. They will also be raised at the last day.
Acts 24:15 and I have the same hope in God as these men themselves have, that there will be a resurrection of both the righteous and the wicked.
They will then be consigned to eternal punishment as Jesus said.
Matthew 25:46 "These will go away into eternal punishment (kolasis), but the righteous into eternal life."
kolasis - chastisement, punishment, torment, perhaps with the idea of deprivation.
Se we see that those wicked people of Sodom and Gomorrah are still ongoing eternal fire punishment, will be raised at the last judgement and will be subjected to eternal punishment.
Yes we do see that the cities of Sodom and Gomorrah were reduced to ashes in this physical world (2 Peter 2:6) but we also see that the spiritual souls of those people have not.