The idea was that people who suddenly die (or die in general) but believe they have unfinished business or don't feel ready to move on, which was the case with Sam, they stay on Earth. Evil people who die become hellbound or, continue to live on in spirit form as a punishment, or refuses to go until Satan comes for them (they stay in Limbo).
Sometimes, places were evil is committed attracts demons after the person goes to hell.
These are my views. But as for your question, hopefully, my first sentence answered it for you.
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