These men committed a sin "unto death" (i.e., they died because of their idolatry) - something Roman Catholicism says is a "mortal sin". So, explain to me how praying for them can get them out of hell?
Plus, if you read the Kiddishes, Jewish prayer for the dead, it is more about resting in peace until the last judgment - not at all some concept of a Purgatory where suffering goes on to satisfy temporal punishments for sin committed in life. I wouldn't expect a Jew today to see Jesus as our ONLY true place of cleansing, by whom we are washed in His precious blood and made pure and righteous by the grace of God through faith, but Christians sure ought to.