It's a fair question, and it also makes sense of her first impression. All good things. Gideon isn't sure how many people actually leave this place. So afterlife is probably still accurate for some people. Makes sense it'd have as many hoops to jump through as everything else. At least she hasn't gone mad. Literally mad. Like the spirits in the River. And whatever possessed Colum the Eighth.

"The ten thousand year old person I was with said we were going to die, it was a matter of how," Gideon says, "So I took my chances. What with them being one of the handful of people who've skinny dipped in the River"—actually, is that true? Since it was the cavalier and not the necromancer? Well, the saints still fly through the River willy nilly, so yeah, it's probably still true—"And this not being—it still doesn't seem like 'real' life. Yeah. What did you think it was?"