I have this question for a while now as recently watched your talk about Ramayan and Mahabharata, and you mentioned it so, started thinking about it again.
But who said or where did you read that Pandavas did not go to swarg?
Perhaps you are referring to the last part where their bodies fall off one by one. That story is only about the Pandavas going to heaven sasarira, that is to say while still in the human body, without passing through the portals and process of death. That of course would be a rarest of rare marvels and according to the story only Yudhishthir succeeded!
The story is clearly an allegory pointing to a future possibility of ascending directly to higher planes carrying the human body along. The requirement it seems is that one should be completely stainless, pure, to be able to do so. Trishanku of the Ikshvaku dynasty tried the same and a few rishis of old. Apparently few yogis in more recent times such as Kabir and Ramalinga Swami and possibly some Vaishnav saints tried the same.
If true, it would mean that they lost nothing of the earthly experience and its gains through the transition from earth to the Beyond. Possibly it is the same feat that Pavitra da succeeded in achieving when he projected his entire consciousness including the physical and cellular consciousness intact into the Mother when he withdrew from his body.
As to the Kauravas going to heaven it was only those parts that were yet noble in their otherwise evil deeds that rested awhile in heavenly states, such as the brave elements of Duryodhana. This too is to show us that everyone of us has some heavenly element despite all our weakness and something good dwells even in a most wicked man.
Affectionately,
Alok Da