If you remember at the time of Martin Luther, there were abuses concerning indulgences. For one thing, they were being sold for money, and for another, some churchmen promised the gullible faithful false benefits from the indulgences, such as perpetual happiness in this life and assurance of salvation in the next. Indulgences as we know them today, and as Church teaching has always accorded them, are cancellations of temporal punishment still due for sins that have already been forgiven. Certain prayers and blessings carry with them indulgences, and plenary indulgences require confession and communion, like the Pope’s recent Bible Papal blessing. Luther was upset with the profiteering going on around the sale of indulgences, and one of his thoughts on the matter was that the Pope had no authority to grant indulgences and that justification was by faith alone. This for all intents and purposes, the way I understand it, wiped out the need for a purgatory in his eyes; i.e., if you’re justified by faith alone, there’s no need for anything further. Luther made the Bible primary, and said that he would only obey the Pope if it agreed with the Bible. I think this may be the origin of denying the existence of purgatory in the Protestant churches.