Why?

Matthew 10:14-15

If anyone will not welcome you or listen to your words, leave that home or town and shake the dust off your feet. 15 Truly I tell you, it will be more bearable for Sodom and Gomorrah on the day of judgment than for that town.

Matthew 11:22-24

But I tell you, it will be more bearable for Tyre and Sidon on the day of judgment than for you. 23 And you, Capernaum, will you be lifted to the heavens? No, you will go down to Hades. For if the miracles that were performed in you had been performed in Sodom, it would have remained to this day. 24 But I tell you that it will be more bearable for Sodom on the day of judgment than for you.”

2 Peter 2:21

would it have been better for them not to have known the way of righteousness, than to have known it and then to turn their backs on the sacred command that was passed on to them?
Why would it have been more bearable for Sodom and Gomorrah on the day of judgement than a town that rejected the gospel? Why more bearable for Tyre and Sidon? (Which, the way I heard it explained, were worshipers of baal). Miracles were performed in Capernaum. But very few believed. Capernaum goes to Hades? More bearable to be a Ball worshiper?
Huh?
Say what?
Better to have not known the way of righteousness than to know it and reject it?
Why?

Its pretty simple. Yet you never hear anything about it. I asked a preacher about it once and to be honest they didn't have a very good explanation. So here is the deal. Everyone who has ever lived, all those who lived before Christ and never heard the gospel, all those who lived during Christ lifetime and never heard the gospel, all those who lived after Christ and never heard the Gospel will be given a chance to hear it.

Revelation 20:5

(The rest of the dead did not come to life until the thousand years were ended.) This is the first resurrection.

"The rest of the dead". That is, everyone who never heard the gospel. They will be given a chance to hear it after Christ Millennial reign on earth. Others that had a chance and didn't head it are doomed. Not so the ones who never heard it. Thats why it's more bearable for them. 

Revelation 20:1-3

The Thousand Years

20 And I saw an angel coming down out of heaven, having the key to the Abyss and holding in his hand a great chain. 2 He seized the dragon, that ancient serpent, who is the devil, or Satan, and bound him for a thousand years. 3 He threw him into the Abyss, and locked and sealed it over him, to keep him from deceiving the nations anymore until the thousand years were ended. After that, he must be set free for a short time.

This is the entire reason Satan is set free after Christ Millennial reign on earth. To deceive those who would be deceived. Those being "The rest of the dead" as mentioned above as well as those born during Christ Millennial reign.

It's just something the church doesn't teach very well and it's one thing non-believers and atheist like to bring up. I've heard this argued a few times. "Well what about all the people born before Christ? What about them? Your God just sends them to hell? Nice God, no thanks." Or "What about the people who never heard of Christ huh? What about the people the gospel never reached? What about them? They go to hell just because they never heard the story? Huh?"

Well?

There's your answer.

There is nothing, 

absolutely nothing,
this book doesn't have an answer for.

Philippians 2:10-11

10 that at the name of Jesus every knee should bow, of those in heaven, and of those on earth, and of those under the earth, 11 and that every tongue should confess that Jesus Christ is Lord, to the glory of God the Father.

There is a reason it says every knee shall bow and every tongue confess.

People just don't want to believe.
It's just that simple.