As the group progressed into the Purgatory Dimension, they very quickly understood even more as to why Altair called it the most uninhabitable Dimension among its counterparts.
For starters, the fire and heat the place gave off were very different from what they were used to, in the sense that they constantly attempted to get into one's body to wreak havoc and burn them from the inside.
It was almost as if it had a mind of its own, and as such they had to constantly shield themselves from the heat.
Another thing was that the gravity of the place was insane. Though they could manage it, flying was still significantly more difficult than when they were in the Dream Dimension, so that was another thing.
Lastly, was the monsters, and they were certainly strange, both in their form of combat and their appearances.