Since the beginning of existence, or of our sentience, we've always sought meaning into our existence. Why are we here? Who created us? More importantly - Where do we go when we die?
There are many ideas of the places we could go after we die. Mostly, we do have a concept of a good place. This is Heaven, Paradise, Shan-gri-la, and among others. This is where the charitable, honest, kind-hearted people go - so religious society tells us and what we all can really agree with. It could have a landscape of clouds, floating angelic people, and be a world free of pain and suffering.
Then, there's also a consensus that there is another place - quite the opposite. This is the bad place. Where sinners of carnal and unfathomable pleasure go to spend eternity in isolation, torture, or just to burn. This is Hell, Xibalba, Tartarus, and among others. In early religions, this hell was viewed as a place of isolation, devoid of love, companionship, and light. When Christianity came along later in the late Roman Empire, the punishment and fire were added as details.
But despite these two places, there has been speculation of a third plane of existence.
It has been dubbed "Purgatory".
This is described as an "in-between" place. A place where souls were neither bad enough for the fires of Hell, yet not good enough to be exposed to the light of Paradise. Here, they toil for eternity, walking through an empty plane of existence where they wish for something better.
Are you now starting to see the allusion?
Most people in our history do and did believe in a life after death, in the existence of a Paradise and a Hell. And yet, there was stipulation of this Purgatory. And we have yet to prove that either and all exist.
And more importantly, we have religions that meditate and pray for our world to be better. They practice their faith to show to their based deity that they deserve the lights of said Paradise. They pray for the sick to become healed and the sinners to become clean and gentle, all-the-while wishing and praying and waiting for their chance to be taken by their deity into the lights and splendor of their Paradise.
Why, you might ask?
Because we are in Purgatory, my dear friends.