Don't be so rigid. It's a work of fiction. Plus it's not like there are aren't sects of the same religion. Isn't sects just different interpretation of the same religious text popular enough to differentiate themselves from other?
It could also be unreliable narration. The speaker is in a higher position then the standard ghost, but he is still just an overworked pencil pusher for one branch of a region. Just as an entry level intern not being familiar with the inner working of the top rank of company nor the inner working of other competing companies, this speaker could be in the same position. With how many time he mentioned hell being full & being busy & poor(him) to have to eat cup ramen on the street, I highly doubt he have enough of a mind to care about other hells.
Man, this chapter is literally intruding on
other religions. It's not all just the different sects in the same religion.
Different religions have different concepts of the afterlife, and not all of them can be forced to fit in with this series' banking system. This bank seems like it was based on a kind of karma system, which does not work with Christianity because that's not how Heaven and Hell works there. Maybe there's a rogue denomination that can work into this, but that's not what the series is portraying.
This is not like in fantasy series where the church looks like the Catholic church, but they worship a different form of god. If the author doesn't know and/or doesn't care about real life religions, then it's better that they don't bring up at all.