Why do some Christians say people who've never even heard of Jess Christ go to hell too?

Romans says there are those who, having not the law, by nature do the things contained in the law, and are a law unto themselves. I and others understand that this means if they have never heard the gospel, but still live a godly life and believe in God, that they are or may be saved. But most people who fit the first part of this do not live up to what their conscience tells them is true, so they still need to hear the gospel.