The apostle Paul taught “to be absent from the body, and to be present with the Lord.” (2 Corinthians 5:8)
Present means a conscious experience.
He was writing to and about believers in Jesus Christ, those who have been born again.
Not all people.
Without a place of eternal torment that results from rejecting God, there's no point in warning people of it and the need to be saved.
The threat of non-existence when a person dies is no threat at all to people who hate God.