Because they are. It’s well-supported by scripture, and the position can also be arrived at non-theistically by simply defining Heaven and Hell outside of spiritual reality.
If you do believe in spiritual reality, it’s easy to see this world we’re living in now as one of the hellish realms. We are separated from God. Evil can find freedom to play, to rule over good even.
It’s impossible to move forward without invoking specific theological regimes. The one I’m most familiar with is described by Emanuel Swedenborg. Swedenborg holds that the spiritual realm, indeed, all of Creation, is governed by two principles, truth and love. Love determines location, and truth determines movement.
In the spiritual world, you are said to be in hell when you love selfishness. You are in heaven when you love good and being of service to others. Nothing about being on Earth defines what you love, so therefore you can be hellish right here without having to die or wait for the end times. Ditto for Heaven.