They were the gatekeepers to the netherworld, spirits who weighed the souls of the departed.
He had been a good man in his day. A philanthropist and a man of letters. Under normal circumstances they would have sent him to the afterlife of his faith. Buddhists to Nirvana, Christians to Heaven and so forth. But since he was an atheist their task was to create an afterlife tailored to his desires.
They asked him one question. "What are your favorite fantasies?"
Given the circumstances, perhaps his answer was ill considered. He replied, "Oh that's easy. Those written by H.P. Lovecraft."