I bet you were lying in bed wondering about this very question. I grant you that it is an obscure issue for which we have little information but it is a parallel to the important issue of whether we have a body in Heaven (to which I say yes), and it connects to same verse in Scripture, which is 2 Corinthians 5:1f.
5 For we know that if the tent that is our earthly home is destroyed, we have a building from God, a house not made with hands, eternal in the heavens. 2 For in this tent we groan, longing to put on our heavenly dwelling, 3 if indeed by putting it on we may not be found naked. 4 For while we are still in this tent, we groan, being burdened—not that we would be unclothed, but that we would be further clothed, so that what is mortal may be swallowed up by life.
2 Corinthians 5:1-4(ESV)
Our body that we have during this life is a “tent”. It houses our spirit, but it is a legitimate part of what we are. That is why there is a resurrection of the body. Paul says that we do not wish to be “unclothed”, which means without a body. Can such a situation even exist?
The Bible does not say where Heaven, Sheol, or the final Lake of Fire actually are. The ancients conceived of Sheol as the center of the Earth, and Heaven as being outside the furthest reach of the universe; but that does not make it so. Recent work in theoretical physics uses the concept of other dimensions. Albeit these dimensions are not observable because they are very small. There is no constraining reason why they must be small. What if they are unobservable just because we are constrained to live and observe in only three spatial dimensions. What if other dimensions do exist, explaining some of the odd behavior of gravity and quantum physics, but actually define the space of parallel universes. These universes would not have to be in lock-step with ours because they are only connected at the quantum level. This could define the space of Heaven, Sheol, the Abyss, and possibly Hell.
Going with this very unprovable theory, that would be why an “earthly” body is Earthly. It only can move in the dimensions of this space-time. And why a “heavenly” is Heavenly. It moves in Heaven’s dimensions. Could Sheol be its own space-time with a Sheol appropriate body. Not sure of the adjective for that one.
Descriptions of Sheol (please use the Search box if you are not familiar with this term to find posts about it) seem very physical. For example the rich man in Luke 16:
23 and in Hades (same as Sheol), being in torment, he lifted up his eyes and saw Abraham far off and Lazarus at his side. 24 And he called out, ‘Father Abraham, have mercy on me, and send Lazarus to dip the end of his finger in water and cool my tongue, for I am in anguish in this flame.’
Luke 16:23-24 (ESV)
Flame, water, cool, tongue all seem very physical. This would also connect to the general resurrection of the dead. The damned would need an earthly body to stand before God at Judgment Day on Earth. It would also connect to the destruction of those Earthly bodies:
“For behold, the day is coming, burning like an oven, when all the arrogant and all evildoers will be stubble. The day that is coming shall set them ablaze, says the Lord of hosts, so that it will leave them neither root nor branch. 2 But for you who fear my name, the sun of righteousness shall rise with healing in its wings. You shall go out leaping like calves from the stall. 3 And you shall tread down the wicked, for they will be ashes under the soles of your feet, on the day when I act, says the Lord of hosts.
Malachi 4:1-3 (ESV)
They won’t be needing those bodies where they are going next. Is the final Lake of Fire (i.e. Gehenna or Hell) also a “bodily experience”? Maybe it is not even connected to our multi-dimensional reality. Maybe “forsakeness” means total disconnection from creation? I think that is an interesting and disturbing thought.
One final thought. Paul speaks about being “unclothed”. The spirit of Samuel is “raised up” from the good neighborhood of Sheol by the Witch of Endor (1 Samuel 28:13-15). He seems “unclothed” in the bodily sense. He appears “wrapped in a robe”. What about ghosts? I don’t know how they would fit in the model given us by Scripture. Are they figments of a person’s imagination? Are they demonic? Are they people “brought up” from Sheol and left here? Are they just part of a tired sit-com (I prefer the British version)? The disciples thought they were seeing a ghost when Jesus came to them walking on the water. From where did such an idea come? I don’t know.
Again, most of this post is unproveable and unstated by Scripture verbatim. But it does make sense to me. I hope you find it thought provoking and may be only find through experience about the Heavenly body and your Resurrected body.