The fact that they’re put there by the Arbiter in the first place isn’t a choice.
The Night Fae swear to protect all the souls until rebirth, it’s only the drought that forces them to make a choice. The souls that end up there are those who’ve done something terrible, but while under the control of others and need to come to terms with it.
Venthyr don’t just casually drain souls at all, they actually want to see some form of redemption and atonement for the sins of those who land there. Tithing Anima is a part of that and on many levels they seem at some point to accept the necessity of their punishment. One of the NPCs gladly tithes for her partner even. Also they have parties.
Maldraxxus is another zone I wasn’t fond of, but those who landed there variously relished it and/or got recycled until they were useful. It’s not nice but it never pretended to be.