I can only answer for my denomination of Christianity, so here goes. I belong to the Church of Jesus Christ of Latter-day Saints. We believe that those who have not had a chance to hear the gospel will be taught it after their death. This necessitates that those here on earth do the work to baptize these people (among other ordinances that can only be received here on earth), which we do in the temple.
From there, those who did not hear the gospel on earth have two choices. They can either accept the gospel, which would make getting their work done here on earth more important, or they can choose to deny it. The work will be done either way, but it’s all up to the person hearing the gospel to decide whether they accept or reject the gospel.