It's more than likely that the Roman Catholics see the former compartment of the righteous dead, being Sheol, as Purgatory. This is bad exegesis. In the following portion of text from 2 Macabees, we see the righteous Jews praying for the dead so that a grievous sin would be forgiven. This was done because they lived under the Law of Moses before the redemptive work of Christ on the cross. It was customary to pray for the dead who were in Sheol. Following is a link to 2 Macabees and the portion of the text that describes the situation.
Now when they that were with Gorgias had fought long, and were weary, Judas called upon the Lord, that he would shew himself to be their helper and leader of the battle.
And with that he began in his own language, and sung psalms with a loud voice, and rushing unawares upon Gorgias' men, he put them to flight.
So Judas gathered his host, and came into the city of Odollam, And when the seventh day came, they purified themselves, as the custom was, and kept the sabbath in the same place.
And upon the day following, as the use had been, Judas and his company came to take up the bodies of them that were slain, and to bury them with their kinsmen in their fathers' graves.
Now under the coats of every one that was slain they found things consecrated to the idols of the Jamnites, which is forbidden the Jews by the law. Then every man saw that this was the cause wherefore they were slain.
All men therefore praising the Lord, the righteous Judge, who had opened the things that were hid,
Betook themselves unto prayer, and besought him that the sin committed might wholly be put out of remembrance. Besides, that noble Judas exhorted the people to keep themselves from sin, forsomuch as they saw before their eyes the things that came to pass for the sins of those that were slain.
And when he had made a gathering throughout the company to the sum of two thousand drachms of silver, he sent it to Jerusalem to offer a sin offering, doing therein very well and honestly, in that he was mindful of the resurrection:
For if he had not hoped that they that were slain should have risen again, it had been superfluous and vain to pray for the dead.
And also in that he perceived that there was great favour laid up for those that died godly, it was an holy and good thought. Whereupon he made a reconciliation for the dead, that they might be delivered from sin. - 2 Macabees 12:36-45