It is, though? Last time I read my books, the evil gods reward those who serve them. The punishment and eternal torment is for those who failed them.
Last time I read them, the souls were used as currency at worst, as basic troop in a neverending war at best. The description of the lower planes doesn't exactly depict a place where one would want to spend any time, so unless most servants are failing the evil gods (which might be that their excessive expectation leads to a lot of servant being better off serving the good Gods who seem to be much easier to please), I think most people would be better off serving the Good gods because the "default state" is eternal bliss.
I already made the case that Evil God
should do as you say, so the bandit should tell the paladin "Conversion, no way, I'll fight to the death so I can join at last my eternity of happiness in Gehenna".
Same with True Neutral Gods BTW. If you look at the description for Tir Na OG, Sylvanus' afterlife, it's just... a forest with a few pastoral villages. It sounds quite mundane and not unlike what the D&D peasant would experience in real life, so, while better than eternal torture, it is still less appealing than eternal bliss.
But, no, it isn't a good thing to kill someone using as excuse that you're offering .
It is not a good thing is real life because the conquistador god doesn't exist, nor his afterlife, or is (if you're a servant of this God) taking explicit step to make sure that his servants can't give a scientific demonstration of his existence. Therefore the calculation is that you're depriving a person of the happiness it could gather while being alive while offering nothing in return, instead of depriving a person of whatever happiness it could gather while alive while offering an eternity of infinite happiness in return. We would certainly judge the conquistador better if I could cast Contact Other Plane and speak with an Inca peasant's soul who testified: "yes, I was going to end up tortured eternally or worse cease to exist, and, instead, ever since I was killed, I am living in eternal bliss, don't hesitate to cast Gate so I can show you how nice it is, really thanks Cortez!".
Having a real "happy ending afterlife" changes everything. It makes kamikaze attacks rational : "sure, I'll blow myself and it kind of sucks right now, but hey, eternal happiness afterward, yay me!" It makes you average D&D peasant who lives in squalid conditions (if you follow the threads on D&D economy) actually better off being dead than alive, with the only detriment being for the living who will have to wait a few years, decades at most to see the deceased again (he'll wait for them, margaritas in hand, on the tropical seaside resort of Olympus...) There is really no comparison possible. With a demonstrably good eternal afterlife, people would want to get there as much as they want to win the lottery in real life. Atheism would be as lunatic as being a Flat Earther, except with the added prospect of spending eternity as brick in a wall. I can see legal systems built with harsher penalty for injuring someone involuntarily (so they keep suffering during their life from the injury) rather than killing them involuntarily.
Only Eberron has a setting that resembles our Earth on this topic (there are planes, but no afterlife besides a transient stay in Dolurrh before getting to the real destination, which is unproven and varied according to the religion). The other have fundamental differences so huge that it makes very little sense to compare a situation in game and a situation in real life (and which are often insufficently explored in the worldbuilding).