Doesn't the same thing happen to everybody when they die no matter what they believe (or at least the same rules applied)? No serious theologian believes that there is a separate afterlife for each religion.
Back on topic. Not that I'd buy the DLC if it was ever made, but if your character died of natural causes or in a battle where nobody takes it wouldn't it better rather than it just passing to your heir to have it make it's way to the most local land-holding noble. So if it's in battle, it ends up in the hands of the holder of the land where the battle took place, or if the king dies in his bed it might pass to the heir if he's around, but it might pass to whoever was there at the time - a land holding councillor or the regent perhaps, especially if the heir was elsewhere.
