To be fair, we don't really have much of a firm grasp of what happens after a character actually dies in the Warcraft universe, so it's possible that there's no afterlife at all. That said, There's a huge difference in that both pre- and Post-Madness, Arthas is an enjoyable character, though both for different reasons. Anakin was only enjoyable in 4-6, where as in 1-3 he was a whiney brat, or boring, whiny teen. Pre-fall, you sympathize for Arthas. He just wants whats best for his people, and goes about it the wrong way. Post fall, you want him dead because of the horrible things he did, and so the story of his fall is equally as interesting as the story that lead up to it.