Biblical references to Hell (whether they actually are in there or not) and the non-existence of Hell are not mutually exclusive. Neither Cinjin and Raphiel claimed they think the place is real.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'