It also shows that some religious groups think they're automatically not included, and can't even answer a theoretical question properly.
I don't think there's usually any rules for how to answer a theoretical question, is there? To clarify as to why some religions might posit they aren't included, I'll use my own as an example:
Buddhists believe that the Buddha comes from the unconstructed. That Buddhas are higher than gods. That gods are in need of the teachings a Buddha can give. Therefore, a god has no power to harm a devotee of the Buddha, because they can't circumvent a power greater than theirs.
The Buddha himself said the Dharma is protection to those that live by it. I've gotten so many proofs of this in my own life, but that's another subject.
A god cannot pass condemnation on one of the Buddha's own because we don't belong to them. We belong to the Buddha. By virtue of our affirmation in the three jewels. The unconstructed cuts through all fetters and knots of the constructed. There is no fetter or binding cord any being in heaven, earth, or hell can make to restrain the Buddha's essence.
One that belongs to a deity and puts their entire trust and fate in it's hands, might very well be subject to what that entity may wish to do after life. That's certainly possible.
I hope you're confident that you chose a good overlord in one described like Yahweh- should such happen, and you are given over to him. I'm confident I chose the good Lord, who not only possesses the ultimate knowledge, but can free humans from bondage to the Maras and oppressive unseen realities.
However, back to the point. If one believes their religion excludes them, they're answering your theoretical with what they think. Yes?