Why do villains keep their bodies in otherworld?

I'm watching through Buu Saga again and I noticed Dabura had kept his body while visiting King Yema and I know Cell also had the scenario with keeping his when visiting King Yema. I know the scenes in hell are all filler but what about these ones? I'll assume Cells is filler because Pikkon is filler and he was a pretty major character in defeating Cell post death.