Only to Deliste's argument, my argument is that buying and trading souls, is still trading people, it's him who is taking that to mean that all afterlives is slavery.
Those borders are more a natural feature of the planes, I don't think the Celestials are standing guard to keep souls in at the edge of the plane, if they try to walk out they probably get to do so, they are just still a disembodied spirit, which mean they have no body to anchor them, which mean their alignments and beliefs pulls them back.
That's why they arrive in that particular afterlife in the first place after all, and that's why if they leave they will just go back, it's a natural part of the Planes that souls are tethered to the plane, most matching their alignment and beliefs, this tether isn't a chain, it's a law of nature.
Like how gravity isn't enslaving everyone to the ground, it's just a law of nature, you are pulled downwards by gravity, so you need tools magic or natural abilities to fly, and that's just how things is, gravity isn't a tyranny, and just like that Planar tethers in your soul is a natural law, those tethers are blocked by physical bodies, and can also be blocked by other means, but they are a natural law, so unless you do something to anchor a soul, it will naturally be pulled to it's afterlife, if you break a soulgem containing a good soul, in a part of the Abyss that don't have measures to capture souls, then that soul will not manifest in the Abyss, it will be pulled to the good afterlife it's destined for.
The pull might be strongest right after you die, but it's ever present, so without an anchor, you will eventually be pulled back to your afterlife if you leave, and that is just a matter of natural law, there are lots of anchors, all living things are anchored by their body, many forms of magic can anchor a soul, and sufficiently strong emotion can serve as an anchor, but in the end you need an anchor to not be pulled to your afterlife, and that's not because of anything the rulers do, it's because that's how souls and afterlives work.