God is so holy that nothing unholy can endure his presence. While purgatory allows us an opportunity to be purified after we die so that we can be perfectly holy, it is not a process that we absolutely have to experience! God has given the Church many means of grace by which temporal consequences of sin can be dealt with before death rather than after. This is what the penance a priest gives you when you go to confession is for.
There are also "indulgences", which sometimes we don't like to talk about because they were famously abused by some preachers who offered them for sale hundreds of years ago. Today, however, indulgences are freely granted and not sold, and we can receive them by devoutly praying certain prayers, following certain pious customs, etc. Just like purgatory, indulgences only help us with temporal consequences of sin and do not have an impact on eternal consequences, so the Sacrament of Reconciliation is still important!
We also know that the martyrs (saints who were killed because of their faith) went straight to heaven when they died, because the suffering they experienced during martyrdom purified them from all temporal consequences of sin. They died in a perfect state of holiness and had no need to go through purgatory on the way to heaven. With all of the means of grace the Church offers, we all have the potential to reach that same level of holiness.
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