When we encounter the grace of God we are in sin. We are deep in sin. Our thinking, our habits, our lifestyle, even our imagination is permeated by sin. God calls us to change. He wants to purge us of that sin. That is what happens in purgatory but it can also happen on earth. We need to do the hard and painful job of getting rid of the sin in our lives. Sure God is with us every step of the way but it is hard to face.
So what is hell? Hell is not some terrible torture chamber that God made for people He does not like. Hell is life without God. We can have that on earth too. We do as we please and ignore the will of God. Long term it leads to many problems. Our relationships with both God and man break down, we lose the meaning and purpose in our life, we become more and more turned in on ourselves, and we find aging and death impossible realities to face. But in the short term hell does not seem so bad. We don't have to face purgatory. We can just go on happily and not worry about our sin.
Look at addictions. That is the choice they face. Not to be an addict or to be clean. That would be easy. The choice they face is to accept the pain of a recovery program or to just keep using. That is one reason why people who have been through recovery are more effective counselors because they know how heroic a choice that is. Those of us who have never been addicted might think like this:
A big part of this comes from setting expectations. Jesus uses very strong language to talk about how hard and how long the struggle is that He is calling us to. He gets it. Sin is a serious problem and requires a serious solution. Sure there will be joys along the way but there will also be days where all you can think about is how hard the Christian life is and how slow the progress has been. You need to be ready for those days.
Unfortunately there are many Christian evangelists who don't set the expectations very realistically. They put you on the road to heaven but give you no idea how hard that road will be. Some even tell you not to worry about persevering until the end. These are very dangerous heresies.