I'd tell them to try reading their Bibles before reading Field and Stream Magazine. Those who say that have not worked through OT theology at all. It is an absurd statement.
Just a few:
Genesis 21:17 And God heard the voice of the lad. Then the angel of God called to Hagar out of heaven, and said to her, "What ails you, Hagar? Fear not, for God has heard the voice of the lad where he is.
Genesis 22:11 But the Angel of the LORD called to him from heaven and said, "Abraham, Abraham!" So he said, "Here I am."
2 Samuel 22:14 "The LORD thundered from heaven, And the Most High uttered His voice.
2 Chronicles 6:27 "then hear in heaven, and forgive the sin of Your servants, Your people Israel, that You may teach them the good way in which they should walk;
Nehemiah 1:5 And I said: "I pray, LORD God of heaven, O great and awesome God, You who keep Your covenant and mercy with those who love You and observe Your commandments,
Job 16:19 Surely even now my witness is in heaven, And my evidence is on high.
Psalm 11:4 The LORD is in His holy temple, The LORD's throne is in heaven; His eyes behold, His eyelids test the sons of men.
Daniel 4:37 Now I, Nebuchadnezzar, praise and extol and honor the King of heaven, all of whose works are truth, and His ways justice. And those who walk in pride He is able to put down.
Zechariah 6:5 And the angel answered and said to me, "These are four spirits of heaven, who go out from their station before the Lord of all the earth.
And so on.
Deuteronomy 32:22 For a fire is kindled by my anger, And shall burn to the lowest hell; It shall consume the earth with her increase, And set on fire the foundations of the mountains.
Psalm 55:15 Let death seize them; Let them go down alive into hell, For wickedness is in their dwellings and among them.
Psalm 139:8 If I ascend into heaven, You are there; If I make my bed in hell, behold, You are there.
Proverbs 7:27 Her house is the way to hell, Descending to the chambers of death.
Proverbs 15:11 Hell and Destruction are before the LORD; So how much more the hearts of the sons of men.
Proverbs 27:20 Hell and Destruction are never full; So the eyes of man are never satisfied.
Ezekiel 31:16 'I made the nations shake at the sound of its fall, when I cast it down to hell together with those who descend into the Pit;
Amos 9:2 "Though they dig into hell, From there my hand shall take them; Though they climb up to heaven, From there I will bring them down;
and so on....
If you want to ask whether Jews today believe in hell, then the answer is usually "no." But when you force them to look at the Scriptures of the OT, they have no choice but to admit "yes." (I've done this with Jews time and time again. They simply live in denial.)