[The Squatter of Amon Rûdh]

But for the most part, I rather expect their foul spririts were to be cast into the void to enjoy the company of Morgoth! They seemed for the most part to enjoy their wicked and depraved lives.

I think "enjoy" is probably overstating it a bit, since they're endlessly arguing and complaining. They just don't seem to consider that there's any other way of life. Still, we don't know what happens to Orcs that try to escape and set up on their own. Somehow I doubt that Sauron offers an attractive severance package, although severance is probably involved somewhere.