Paul praises his Christian friend, Onesiphorus, for his good work, but notice Paul does not presume immediate entrance into heaven for his dear friend. Why be merciful, if all Christians go straight to heaven. We either have Paul praying for a dead person, or we have him interceding for him for mercy on his judgment day. In either case, purgatory alone can explain such thoughts of Paul. If there is no purgatory, then Christians go straight to heaven, which is the popular Protestant belief.
Purgatory alone makes the passage coherent.
This cannot be heaven or hell for reasons already given. Purgatory alone renders this verse intelligible. It should be added that Matthew 5.25-26 has been used, not as a proof text for purgatory, but that Jesus' words can be used in an analogous sense for purgatory. Mother Angelica uses this text in support of purgatory. I have included it at the end of this paper.