It's not purgatory, don't worry, but it may be an ideal like purgatory that keeps the island going.
We've seen that Desmond is looping through his life until he gets it right, that's what i took from 'Flashes Before your eyes' anyway. at the end of this last episode, their is an odd line. Sawyer asks Locke if it "was true that you were a cripple' and Locke said.. "Not anymore"
Maybe now that Sawyer has removed Cooper from all of existence, he can go back and live his life correctly.