Araki's inclusion of Underworld before showing how Pucci's heaven would be is one of the greatest ideas he has ever included in JJBA in my opinion, for it's a sneak-peak of how Pucci's ideal heaven was going to be.
It's the absolute annihilation of hope as a thing, people would have to just accept every possible thing they were destined to experience without a chance to ever change them. Pucci thinks people would find peace accepting that, and he's kinda right, a totally emotionless and stale peace. Just as the flight attendant's face while showing Jolyne her belly with the face of another passenger embedded inside it.
It's a completely alien concept for us, and kinda impossible to fully understand (imagine living your entire life, day by day, hour by hour, knowing how you will die; what you will achieve; who's going to betray you, love you, hate you; whether you or them will die first), yet totally terrifying, knowing the harshest parts of your destiny and still having your own body forced to keep moving on with the routine imposed by fate. Even a happy and troubleless life would feel meaningless, since every single action that lead you to your success was predestined and anything you did was chosen for you without your consent.
I feel it's pretty ironic how Pucci believes so hard he's following God's will when one of the most important aspects of Christianity is the belief in free will as a thing: that would cease to be in the ideal universe of Pucci, since what will do you have when you know what you'll be forced to do by fate without any chance of defying that? You'd be the ultimate slave.
Even more, the ending is sublime: that idea of heaven comes from Pucci's inability of accepting he was to blame for the tragedy that enveloped his family, thus he thinks that since he, and anyone fated to suffer would have a better time if they were to be able to mentally prepare beforehand, he thinks he's right since he was winning right till the last moment… but the moment he's going to die he fully realizes: there was no ultimate, immovile, undefiable fate chaining him since Emporio was going to be able to lead the universe to a different fate… and if he was going to be able to do so, then Pucci may've been able as well (moreover Emporio's able to do so since he was the one pushing WR's disc inside him after all ); thus, he wasn't chosen by God to bring this change to the world, and he is actually guilty of the horrible actions he committed, the fate everyone had to suffer is indeed on him.