Sonny
Adventurer
Sure, that works for "Deal with the Devil" scenarios, like Faust, but it absolutely does not work for actual "worshipping an evil god" or sustained devil-worship or the like.
For that to work, you need the followers to believe that they are actually going to get an eternal or nigh-eternal reward. This is especially so in 90% of the D&D worlds, where the existence of an afterlife and the soul is pretty much completely demonstrable and accepted, and not even silently questioned.
The simple answer is that worshipping an evil being should in no way send one "to hell" or any equivalent thereof, unless it is to rule over the peons who get dragged there or something. There's no particular reason that worshipping Baddy the Badgod should damn you, unless the Christian God is in charge of the entire pantheon (which is kind of the latter-day FR situation, sadly, bloody AO - he even has a lame real-world-invoking name - AO i.e. the Alpha and the Omega), rather it should just send you to Baddy the Badgod's version of heaven, which maybe some really scary stuff, probably involving lording it over stolen souls or servitors or something, or constant in-fighting in a way which seems enjoyable (I mean, the Vikings had Valhalla, which seems like a permanent bad Friday night to me, but apparently they liked the concept!), or whatever.
The problem is, it absolute is a competition, just like with real-world religions. Christianity succeeded so extremely massively because it appealed to the downtrodden masses - the slaves and serfs - you didn't need to be important or powerful or skilled or of a specific ethnic background to get to heaven, you just had to follow the rules, and anyone could join, and the rules were about being nice to people, largely, not doing crazy stuff. And your get to leave in Heaven forever! Nice! Plus you can't even be locked out by previous sins! They can be forgiven! Awesome.
So when Baddy the Badgod only offers you a chance at heaven, and only if you like, conquer a kingdom in his name or some shiz, he's not going to get a lot of takers. So he needs to up his game. Anyway, I could go on like this, but I'll TLDR it:
TLDR: Deal with the devil and long-term-worship of a scary god/demon are not the same scenarios.
Well when I'm talking real world, I mean hard drugs, theft (especially white collar where people often plan this out and do it over time. Heck one of the smartest people I knew ended up embezzling half a million dollars from his work despite knowing the risks. He did this for a period of over three years. He was well paid, and wasn't having any financial difficulty. People are stupid. People that commit hate crimes despite knowing what can happen to them, and then continue to do them until stopped.
There are people who believe we never landed on the moon, despite proof, or that killing themselves when a comet passes will give them eternal life, they don't listen to others outside their cult, they believe what they want. Again, people are stupid.
Also, considering most people in games never experience different planes of existence or deal with angels and demons, why should they believe what a competing religion says about theirs? I doubt an evil god is telling his followers the truth about what he really has planned for them. I would also count outcasts, those that feel abnormal or outside of normal society, these people that mainstream good religions don't appeal to.
I'm not saying these religions are huge, but there are people who would join them.