There's a passage in the old testament that reads, "Though you soar like the eagle and make your nest among the stars, from there I will bring you down, declares the Lord" which sounds a lot like it's saying even the stars aren't out-of-bounds.
Because in traditional Christian mythology, heaven is in the sky. This was a very common belief in the area at the time, occurring in Roman and Jewish mythology as well. It was used as a sign of approval of the gods or deification of the individual.
Similarly, hell is down.
If you’re above the sky, you’re out of bounds.
They could have just had him disappear while making an obnoxious noise, like the TARDIS. That would have avoided all of this confusion.