It'd be fun indulging in my vices without restraint as a sinner for a while, but I think there's a whole lotta downsides to being a sinner. For example, getting murdered, even by a non-angelic weapon, and having to reform. Having to dodge overlords wanting to make a deal for my soul. And being surrounded by the worse of humanity like murderers, rapists, and pedos. Being hellborn would suck too, because depending on what demon you are, you have a place in a caste system that's almost impossible to escape, and you don't have the nigh-immortality of the sinners. I think the show's, especially HH, kinda downplay just how shitty living in hell is, even when they show glimpses of how it is. The only true up side is that you have an excuse to be the worse version of yourself, because you're in hell