here's a headcanon i've only just consciously realised i have:

whether it actually exists or not, mcu valhalla is meant to look like you expect: golden halls and courtyards where the warriors can endlessly feast and find glory in battle.

but mcu hel(heim) is meant to look like a battlefield after the battle is won. empty ash and mud and wasteland. mist, or smoke, or smog, or acid rain. visible decay that never cycles back to feeding new life. maybe traces of unidentifiable ruins or bones. hel is where those who died "without honour" go, the pointless deaths, the innocents, and so the supposed honour and glory are never visible there.

hel is where the enemies of asgard will (allegedly) one day rise up from - all the people they fed into the meat-grinder of their empire, all the women and children, the commoners and collateral damage, the so-called barbarians and slaves - and they can see that empire for the utterly bleak and pointless evil it is, and they're villainised for it. "the monstrous hordes of the undead". the ghosts on a nation's guilty conscience.

some of the monsters asgardians tell their children about are living, but the worst of them, the true existential threat, are the innocent people they haven't murdered yet. and the constant fear/shame of not dying well is only the fear of becoming one of them.