Heaven/Paradise is divided up so that each religion believes they are the only ones who got there.
Good atheists simply die and don't exist any more as they would expect. Bad people of all types end up in the hell that they deserve. The baddies are all in it together. They can see Heaven 'eternally' on TV while they are being punished.
How can Heaven be divided up without creating suspicion that the other religions are there? If there are walls, people will naturally be curious about what is on the other side. They might try to throw messages or shout very loudly.
Note that Heaven is very much like an ideal theme park on an ideal Earth where everyone is healthy and happy and have everything they could possibly want. It doesn't have any extra dimensions.
How can the gods divide Heaven into religions without arousing suspicion in their followers that their religion might not be the only one? How can they soundproof it to prevent harp music or rejoicing leaking through? If they don't have walls, how can they prevent people seeing each other?
Perhaps most importantly, how can they prevent followers escaping to a better looking heaven than their own? This would mess up the final score (see below).
Our universe is a game-board. It is finite and in fact what we see outside our solar system is fake. The players (gods) live in a 3D universe much like ours. Their world and ours have very similar laws of physics.
The gods are competing to get the most possible followers before the final day of judgement. Heaven is just a very large flat area (relative to the tiny souls) in one corner of the game-room where souls are placed for counting purposes. They are kept happy until the end of the game.
At the day of judgement, the gods will count up their scores and a winner will be declared. At this point the Universe, Heaven and Hell etc. will be cleared ready for a new game.
Note: I have had to add extra details to prevent the question being closed. Unfortunately the answer by @Zeiss Ikon pre-dated these details. Please do not penalise Zeiss Ikon for this. Thank you.