Reporter: Do you believe in God?
Toby: (shakes head) No.
Reporter: And in the Devil?
Toby: Yes! In the Devil, yes.
Reporter: How exciting! What is he like, have you seen him?
—>— from Toby Damnit (1968), directed by Frederico Fellini
Your reward for virtuously refusing the Yozis' mercy is going to be a sudden, violent dismemberment, followed by being eaten alive by a blood-ape. Assuming you escape from their messenger, your new reward will be to live out your life, impotent and powerless, as someone else enjoys the stolen might of a Solar Exaltation and uses it to pave over the world and turn it into something more to his liking. Again, Jesus will not reward you.
Creation is a terrible, uncaring place. The gods are corrupt. Heaven is a sham and a scam, full of grifters and liars and con-men. The divine embodiment of virtue and righteousness hasn't left his pleasure dome in years. The average mortal is born into grinding poverty, breaks his back laboring for his entire life, and dies an ugly, undignified death. Then everything he is as a person is erased, his soul passes through an impersonal sorting system, and he begins a new life of pain and toil. His children will face more of the same. Those who stand up and stride forth and try to do something about this tend to get crushed under the tread of the truly mightyŚ corrupt provincial gods (which is most gods), their gifted sons and daughters, or the haughty Terrestrial Exalted.