Elysium is where all demigods want to go when they die. But heroes, they never are satisfied with eternal peace. Once a soul arrives in Elysium, they can try for Rebirth, and if they're lucky enough, they'll achieve Elysium thrice, and advance to the Isles of the Blest. But that's practically a sick lottery game. For true heroes, the Steps of Heaven is their path to the Isles.