If you want to know why so many people choose hell - read The Great Divorce by CS Lewis

It is pretty well recognized that if you want to understand how demons think, the CS Lewis's The Screwtape Letters - followed by Screwtape Proposes a Toast - are the best source. 

It is much less widely appreciated that the best understanding of why so many reject Heaven and prefer to choose Hell can be found in Lewis's later The Great Divorce - text version here, and downloadable ebook from here.  

The story has the protagonist (Lewis himself) visiting Heaven on a holiday from Hell with a group of other (self-) damned souls, with the chance of remaining in Heaven - if only they will repent their sins.

The meat of the book is an exploration of the foothills/ outskirts of Heaven and series of encounters between Lewis and a range of representative unrepentant sinners (insubstantial ghosts - by comparison with the hardness and density of Heavenly beings and landscapes). 

What comes across - in a way that I found revelatory and unforgettable - is why people will not give-up and be cleansed-of what seem quite 'trivial' sins, even when the reward is Heaven. 

It is shown how people come to build their life and self-image around some particular sinful activity, such that they can scarcely imagine putting it aside - even when it makes them miserable. This is a fact of everyday life, found in many people around us - and we can surely see it in our-selves. 

A few examples include a 'liberal Christian' Bishop whose self esteem is so based upon his delight in debate and skeptical analysis, that he does not want to know the real answers to his questions - but only to go on showing-off his cleverness and discussing them forever, without end. 

A particularly hard-hitting instance is when a ghost from Hell meets a man who was a murderer in earthly life but repented and chose Heaven; whereas it emerges that the ghost is kept in Hell by his own consuming resentment against the murderer, and the 'unfairness' that a murderer can be forgiven. He chooses Hell rather than forgiveness. 

A woman who spent her life micro-managing her miserable husband into someone more in-line with her own wishes, wants nothing more than to be 'given him' so she can continue the process forever. Unless she can continue to tyrannize over this husband (now one of the happy and blessed in Heaven) - she insists on remaining in Hell. 

A ghost man called Frank meets his Heavenly wife who has become a saint and is followed by a joyous 'family' of those whom she loved and sustained during mortal life. But this man will not speak to his wife directly, but only via a kind of Shakesperian ham-actor 'tragedian' puppet; who is always speechifying to make her feel sorry for him. 

Lewis here quotes some deep insights about this particular sin, through the mouth of the sainted wife (slightly edited by me):

You are using pity, other people's pity, in the wrong way. 

We have all done it a bit on earth, you know. Pity was meant to be a spur that drives joy to help misery. But it can be used the wrong way round. It can be used for a kind of blackmailing. Those who choose misery can hold joy up to ransom, by pity... 

Even as a child you did it. Instead of saying you were sorry, you went and sulked in the attic... because you knew that, sooner or later, one of your sisters would say, 'I can't bear to think of him sitting up there alone, crying.' You used your pity to blackmail them, and they gave in in the end... 

"And that," said the Tragedian, "that is all you have understood of me, after all these years!..." 

"No, Frank, not here!" said the Lady. "Listen to reason. 

Did you think joy was created to live always under that threat? Always defenceless against those who would rather be miserable than have their self-will crossed? 

For it was real misery. I know that now. You made yourself really wretched. That you can still do. But you can no longer communicate your wretchedness. 

Here in Heaven, everything becomes more and more itself. Here is joy that cannot be shaken. Our light can swallow up your darkness: but your darkness cannot now infect our light. 

No, no, no. Come to us. We will not go to you. Can you really have thought that love and joy would always be at the mercy of frowns and sighs? Did you not know they were stronger than their opposites?"

This is marvelous stuff, making points I've never found elsewhere, and there is a good deal more of it; making The Great Divorce one of the key books in my Christian understanding...

Because it is a very common stumbling block that people literally cannot understand why anybody would choose hell over Heaven; and therefore they jump to the conclusion that God is keeping people out of Heaven and that our task on earth is to persuade God to let us in. 

The truth is almost the opposite. God's intention is, through the experiences of our mortal lives, to persuade us to set aside sin and accept the offer of resurrection (which leaves-behind sin) and follow (as a sheep follows the Good Shepherd) Jesus Christ to Heaven. 

Yet it seem to be the hardest thing in this modern world to persuade Men that it is worth giving up their favourite sin to receive the blessings of Heaven - which can only be Heaven when inhabited by Men who have, voluntarily and by positive choice, set-aside evil.

Probably it has not always been thus - and in the ancient world Men merely needed to be told of Heaven and believe it was possible, to wish to follow Jesus. 

Indeed, those who come to know the truth about Jesus and the possibility of Heaven only after their death, and who then recognize and love him, can also make the choice.

Anyone who loves and wishes to follow Jesus, and is prepared to pay the 'price' of repentance, is welcomed by God. 

But Modern Man does not want this - he prefers to hold onto his favourite sin (often some resentment disguised as a political 'ism'; perhaps a sexual sin - a preference for lust over love; perhaps a clinging to mortal life and the refusal to regard death as a portal to everlasting life; perhaps that despair which prefers extinction to eternal participation in creation)... and to take the miserable consequences. 

And if the above does not make sense to you; then you need to read and ponder CS Lewis's The Great Divorce.