Let me further expand then so I am clearer. Suppose God gives us a choice to pray for one and not the other. In other words, God is asking you to make a choice to pray for one intention in particular.
Admittedly, up until recently, I would have chosen the soul in immortal danger of damnation, but as JMJ Theresa has said, if we pray for the souls in Purgatory to help assist them to their entry into heavenly glory, they would be able to pray for the souls more perfectly than we ever could.
I am concluding that one of satan’s great snares is to convince people that Purgatory doesn’t exist so that souls are not assisted as our Lord asks of us so that these souls remain there. And if they remain there (albeit temporarily because they are indeed headed for heaven) it will give satan more ammo for ensnaring souls towards eternal damnation (because they aren’t able to obtain the perfect prayers of the souls that would have been in heaven had they had someone here on Earth pray for them).