It's criminal behavior on the part of those telling you this. In a sane world it would be considered extortion. People would serve prison time for this crime.

Normally, repeated statements of:

"If you don't do everything I say and give me a bunch of your money every week, I will see to it that you suffer for eternity."

constitutes an extortion attempt.

My response to that sort of threat tends toward:

"Fuck you, bring it"