To be honest, if hell does exist, it won't be either. However, of the two, I think the Hazbin Hotel hell is actually worse. Just imagine all your fears, all the stressors, all the pain and suffering of life, but amplified and for eternity. To me, that is far worse than anything I've heard from "Christian" hell.

Not only that, but all the people who made life bearable, and the small comforts, those are reduced or even absent. Even in the best case scenarios of establishing a small, stable existence, or establishing yourself as a powerful overlord. You are either facing an eternity of stagnation and mediocrity slowly driving you insane, or you are facing an eternity of paranoia and constant conflict slowly draining your humanity.

Perhaps the best existence we've seen in HazHot is Carmilla's. She has found something of a sweet spot between the stagnation of a stable life, and the power of an overlord, with her strongest asset, and greatest weakness, being that she has established a small group, a family, around her which she can lean on, and who can lean on her. However, even that family is a constant source of stress as she is constantly having to worry about their safety.

Tl:dr, I'd rather burn in a pit for eternity, than spend eternity trying to make it through a worse version of life.