This chapter was deep on SO many levels.
Some people live their lives wholeheartedly believing that when they die, some spiritual being is going to come and take their soul away to a place of eternal peace and prosperity. There are hymns, scriptures, and prayers about it.
Yukimura-sensei did an excellent job conveying that heart-crushing moment when they realize that all was for naught and there ain't a damn thing that can be done about it. They just have to surrender to the cold and the darkness.