Those who are damned, are those who have sinned against God and his Creation. Many tried to escape Hell, many serve the Red Goddess as pawns, or went mad; denying that they are in Hell, and its all just a nightmare... But regrettably it is not... its all real.
Once women of wickedness and cruelty; many were whores, murderers, traitors, gluttons, lustful, and insane souls who went against the laws of man and god. They all deserve to be here, and as much as they beg for mercy or even call out to God... you can't... because once you are in Hell... No one; not even God himself cannot hear you...
Women who have been condemned to Hell are striped from there strength; their bodies become fragile, sick and broken beyond fixing. They will lose their beauty after the fall, and no longer look like ordinary people. But sometimes deformed beings that is afraid of everything they see and touch
As the same strategy for the Madmen, they can too be served as 'extra lives' or access points for the player.