I don't think you have too much to worry about. For one, superhero comics tend to be a little lacking in subtlety and I think that gives them some of their charm. It might even be a trope (though the term is a bit nebulous to me). So when you have a very binary heroes=good and villians=bad style of storytelling, it works based on that alone. Because they're hero stories and because they're simplistic, chances are they won't be taken to seriously by their readers.
However, having the purgatory concept itself is one of the ways that people over the years have justified villifying people. They can pretend that there are good and bad people.
In order for there to be pure villains, you'd have to assume perfect knowledge, perfect experience, perfect ability and perfect free will. No one has that.
There are a few different ways to approach this, theologically, but I think in its most simple form, purgatory is a place where souls are awaiting to ascend into heaven and any suffering that takes place (if there is suffering in purgatory) is temporary. Therefore any person who is in purgatory cannot be at their core evil, because if they were they wouldn't be there in the first place. Personally, I kind of like that metaphor because that would mean even the worse of the villians in superhero comics will eventually be spiritually cleansed and will eventually go to heaven. It creates another layer to the story where anyone can redeem themselves, no matter how serious or how numerous their past mistakes.