Dragon Ball Z has a unique concept of death and the afterlife. Even though the series is so popular, many viewers fail to have a clear understanding of the afterlife on the show. When a person dies in Dragon Ball Z, their soul in the form of a generic cloud is transferred to hell or heaven for eternity. However, an exception is made for people who have to save a universe or a planet, and they are allowed to keep their bodies in the afterlife.
Most of the characters on Dragon Ball Z are seen in heaven or hell after they die. In an action sequence, the Demon King Dabura is shown to have been reformed in heaven. So, the concept of the afterlife is used well by the show to entertain the viewers. However, it is intriguing to see what happens to Vegeta after his death. He had only spent some time in the afterlife when he is called to Earth for an emergency by King Yemma. But what was he up to for the rest of the time? Did his good deeds, later on, helped him redeem himself? Did he avoid hell, or despite clearly doing a lot of good, he was never sent to heaven?
Before Vegeta died for the first time on DBZ, he had been selfish and greedy. He spent most of his life wreaking havoc wherever he went; however, before he died, he requested Goku not to let Frieza corrupt others too. He had realized his mistakes and wanted to make up for the past wrongs. But it was too late, so after his first death, it is highly unlikely that he would have been sent to heaven by King Yemma just for accepting his flaws, irrespective of how moving it might be.
When he died for the second time, things were not straightforward. Piccolo told him that he would be allowed to keep his body in the afterlife because of the things he had done in his life. So, when he made the emotional sacrifice against Majin Buu, he was aware that he wouldn’t be rewarded in the afterlife for it. Surprisingly, he only makes one appearance in his afterlife, and he is shown to have his physical body with him.
Piccolo was not wrong in what he told Vegeta; however, things changed radically because of Earth’s circumstances. Yemma was aware that there is a good possibility that the heroes might fail to defeat Buu, so he kept Vegeta’s soul in purgatory. It was a wise decision that eventually proved to be extremely important. If Gohan had successfully defeated Super Buu, there would have been no need for Vegeta. When his entire life’s action would have been weighed, it was unlikely that he would have been sent to heaven.
However, Vegeta was called back from purgatory, and he fought again. Although he had lived a life of violence and genocide, he atoned for those crimes for decades and changed himself into a completely different person. He had been judged later by a different godlike figure to have been redeemed for all his crimes. Therefore, it seems Vegeta’s tragic life, and his atonement for the past crimes eventually got him the forgiveness from the gods he was seeking.