Quote:the Shingami of Death Note know there is no afterlife... so unless you take the lame route of they are just lieng
I can think of another alternative - that they're just wrong. They quite obviously aren't omniscient, and have some significant gaps in their knowledge that are a bit surprising (such as the exact limits on the abilities of the Death Note).
But I'm not sure it even takes that. From what I recall, no shinigami ever said that there wasn't an afterlife. Ryuk just told Light that a person who used the Death Note wouldn't go to heaven or hell. (The bit at the end just seemed like dramatic narration.)
So... well, the Soul Society might qualify on it's own as neither heaven nor hell. Although it makes the entire statement a bit snarky too.
-Morgan.