As others have stated, I think they truly believe they're doing "the lord's work." Even if they die, never convincing a single soul to convert, they died trying, and in their minds, god will see their value as a good little Christian and send them on up to heaven.
If you're frightened of dying, and you're holding on, you'll see devils tearing your life away. But if you've made your peace, then the devils are really angels, freeing you from the Earth.