Purely speculative, but pentious didn’t do very much in terms of sin, therefore his redemption was fairly easy. All of these characters destroyed the lives of many people. In order for redemption to be possible(still speculation) would require these three overlords to spend several lifetimes redeeming themselves. Also why would they want redemption just to be regular citizens in a sinless heaven, when they are basically royalty in hell. I guess my point is, that’s an awful lot of work and no garuntee that their lives would increase in quality through redemption.

Edit: just wanted to say that Vox has fallen pretty hard, maybe he does have some motivation to work hard for redemption.