Depends if you can get out of he'll. Catholics I believe pray for them. I think it's interesting. I'd like to hear where they get that.
Well, Catholic (and Orthodox) Christians do pray for the departed, and I think also some Anglican Christians also do, as I heard/saw the Church of England do so recently, at Her Majesty Queen Elizabeth's (may she rest in peace) funeral.
And one of the reasons we do is a passage in a Deuterocanonical (one of the 7 odd books in Catholic/Orthodox Bibles not in Protestant Bibles) Book called Maccabees which commends the practice:
"45 And because he considered that they who had fallen asleep with godliness, had great grace laid up for them. 46 It is therefore a holy and wholesome thought to pray for the dead, that they may be loosed from sins." (2 Macc 12:45-46). Source online:
https://www.biblegateway.com/passage/?search=2 Maccabees 12:42-46&version=DRA
But, as Jocund and others said, even those who can be "saved through fire" (1 Cor 3:15 is another passage that St. Augustine etc understood of Purgatory, and concerning some of whom St. Cyprian said they will remain in that Fire till Judgment Day, but after that go to Heaven) should already have had the Holy Spirit before death, and thus believed in Christ etc. Of course, it can always happen in one's last moments (and there are known cases of that) and so imo we should leave Judgment to God, and pray in faith and hope and love for our dearly departed relatives and friends etc.
In the end, God will decide, and His Judgment will be Perfectly Just and Perfectly Merciful. But concerning the departed, other than praying for them, we cannot assist them. But concerning those living now on earth, and all future souls, we certainly can take actions etc to help them, by Evangelizing/spreading the love of God/winning Souls to Christ etc.
God Bless.