I'm going to guess this is the same story as I mentioned in my answer to Telepath investigating saint finds proof of eternal damnation as the themes seem similar even though the details differ. If this is the story then it's This, too, we reconcile by John M. Ford from Analog May 1976, which appears to be the only place it has been published.
The secret is revealed when a psychic is asked to investigate the life of a saint, and finds that even the most saintly of humans are inevitably damned by a single sin.
However in this story sinners are not devoured by any giant beatbeast. The story doesn't say exactly what damnation entails. Also it has not been collected in any anthologies (unless the ISFDB entry for the story is incomplete) so if you're sure it was in an anthology this probably isn't your story.