It depends on what you define as 'hell'. More often then not it was of Frisk's own making and it cumulated against a certain God-Monster. But they're not going to mention it unless Julien directly asks.

"I hope there's more nice places in the future for everyone then." Frisk seems to be choosing their words carefully. For a twelve-year old, their vocabulary was limited for various reasons so the only big words they know are ones dragged out by the voice in the back of their head.

"It's not..um, good to have to many bad things happen at once." Especially for them. If it keeps happening, it'll get worse. But that's something else to consider for later.