Purgatory is one of those concepts that tells me that the Catholic Church has no idea what scripture really teaches.
It could be said as well...they have no assurance of salvation or understanding of the completed work of Christ...His death, His burial or His Resurrection. Not to mention the work of His Holy Spirit.
It's not uncommon for many cults to believe much of what Christianity teaches and uses it's verbiage to mask the underlying beliefs that so oppose Jesus and his true teachings. Catholicism does this as well...it's a system designed to retain the priesthood and keep people bound to Rome.