Before entering heaven you are with sin. In heaven you are sinless. You are washed free of your sin by the blood of the Christ. That is purification. Purgatory is the final striping away of every vestige of sin before you enter heaven
When we die do we go to Sheol? If not, why ignore the numerous references to Sheol in the OT written by much more respected Jewish teachers than Judah Maccabee? It just seems hard to make a Biblical case for believing in a purgatory without having to also believe in a Sheol.