Precisely. It's on the same lines as when people moan about prisons being holiday camps; the inmates have paid jobs, TV, hot meals etc. Which of course is true, but the one thing they haven't got is a key to that door. And even the harshest prison sentence isn't going to be eternal. If I'm to expect to be sentenced to an eternity of being me, or some post-mortem analogue, I'm going to insist that the deal includes the key to the door.
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.'