Regarding your question, a sinful person, never mind what kind of sinful man is he, is taken in subtle body to the place of Yamaraja, and there he is trained up in a particular type of suffering. As soon as he is trained up, he is given a particular body by which he can endure such sufferings.
You write to say that you look forward to that day when sense gratification will become simply insignificant, and yes that is the stage of pure Krsna Consciousness when our only desire is to be serving Krsna with no personal considerations whatsoever.