The following contains spoilers from Star Wars: Obi-Wan #2, on sale now from Marvel Comics.
Obi-Wan Kenobi is one of the most pitiable characters in Star Wars. Over the course of his life, he lost almost everything that he cared about. Of course, he wasn't completely without fault, but most of his misfortune was thrust upon him. One of the most unfortunate moments in his life came when Darth Maul killed Qui-Gon on Naboo. In response, Obi-Wan bisected Maul, and that should have been the end of the Sith Lord. Yet, the dark side allowed him to survive out of hatred for Obi-Wan.
They spent the Clone Wars as intense rivals and faced off on more than a few occasions. Their final duel came years later on Tatooine. In the Star Wars Rebels episode "Twin Suns", Obi-Wan finally killed Maul, and put their rivalry to bed. In Star Wars: Obi-Wan #2 (by Christopher Cantwell, Luke Ross, Nolan Woodard, VC's Joe Caramagna and Phil Noto) Obi-Wan relived that duel and showed fans a devastating part of The Sith's approach to life.
The Obi-Wan series is using a framing device to tell multiple stories. In the days leading up to A New Hope, there was a terrible sandstorm brewing. So, the aging Jedi Master battened down the hatches and waited out the storm. To pass the time, he took out his journal and started writing. In the first issue, he recounted the first time he tried a Jedi mind trick, and now in issue #2, he tells a story about his time as a padawan. The story is called "A Shadow Falls on the Padawan."
The story opens with Qui-Gon and Obi-Wan responding to a distress call from the Codia System. They went to investigate and find that someone had caused a type of radiation that literally made light disappear. While there, the two Jedi encountered what they thought was a monster. In the end, the monster was just a wolf-like miner, who was driven mad by the loss of light. When the light is restored, the monster returns to his normal state and regrets his actions.
The lesson that Obi-Wan learned was that light and darkness are constantly at war inside every being. Either side could win at any moment, but there is always hope that someone who gives in to darkness can be reconciled. However, that's in direct contrast to the story's intro. Before writing the story Obi-Wan remembered his final duel with Darth Maul. Obi-Wan regrets taking a life, but he knows that nothing could bring Maul back from the darkness. Unlike the monster that Obi-Wan encountered, he saw that there was no war between light and darkness inside of Maul.
As Maul died, Obi-Wan had seen the fear and horror that was in the Sith Lord's eyes. Obi-Wan described it as "a dread that had played out in an eerie, slow-moving tempo throughout his life -- carried forward by the inevitable inertia of fate itself." Maul had always known that he would die someday, and he knew that there would be no hope for him to return when that day comes. The Jedi believe that they would return as the Force upon death. But since the Sith tried to dominate the Force while they were alive, it would not accept them after they die.
In Star Wars Legends, people on the dark side were sent to a place called Chaos where they will experience eternal torment. In canon, the Sith would simply cease to exist. That's why the Sith have always tried to achieve eternal life -- because they knew that there was nothing left for them in death. That's why Maul was terrified as he died. It's pretty ironic to think about -- the Sith wants power to achieve eternal life, which, in turn, causes the Force to reject them after death, preventing them from eternal life.