I’d assume most would choose Hell. After all, while leaving any personality intact through lemurehood or skipping it is incredibly unlikely to make it through with ‘you’ remotely intact, it’s still a chance, which is much better than the 0% having your soul shredded does.

Don’t some souls get turned into larva (often used as currency), instead of a Lemure, as well? While not exactly aspirational, still seems a hair better than nothing.

And of course, there’s always a lifeline to hold out for possible resurrection/undeath giving you a second wind. Which ain’t gonna happen if you don’t have a soul to stubbornly stick around/cram back into your body.

Sure, the chances of any of these are pretty poor, damn near close to zero unless you’ve made plans for them ahead of time, but they’re at least worth a shot. After all, what you got to lose? The worst case scenario is the same for both options, one just contains the possibility of better ones.