As both a Protestant and as someone with a highly critical attitude towards most aspects of the Christian faith, Yeats did not believe in purgatory, the place where souls are purged before they are ready to go to heaven.

Nevertheless, as the consummate artist he was, he utilized purgatory for the purposes of his art, realizing as he did that he could make drama out of it. And in the play Purgatory, that's precisely what he did.

Modifying the traditional Catholic doctrine, Yeats puts forward a notion of purgatory in which the souls of those who committed acts of moral transgression in their lifetime return to earth in order to reenact them. In this way, they can understand the consequences of their moral failings.

Though still very much alive and well, the Old Man in the play returns to the scene of his own moral transgression, the ruined old house where he had murdered his father many years before.

In returning to the scene of the crime, as it were, he's prefiguring what will happen later when he's dead and gone, and his soul must be purified before it can ascend to heaven. In other words, the Old Man's soul will have to do what he's doing now while still alive.