In book I chapter VIII, he discusses how trials and judgments themselves do not produce a lack of faith or faith in and of themselves. The real question is who the person suffering is. Let me stop summarizing and quote a portion of the chapter here:
Wherefore, though good and bad men suffer alike, we must not suppose that there is no difference between the men themselves, because there is no difference in what they both suffer. For even in the likeness of the sufferings, there remains an unlikeness in the sufferers; and though exposed to the same anguish, virtue and vice are not the same thing. For as the same fire causes gold to glow brightly, and chaff to smoke; and under the same flail the straw is beaten small, while the grain is cleansed; and as the lees are not mixed with the oil, though squeezed out of the vat by the same pressure, so the same violence of affliction proves, purges, clarifies the good, but damns, ruins, exterminates the wicked. And thus it is that in the same affliction the wicked detest God and blaspheme, while the good pray and praise. So material a difference does it make, not what ills are suffered, but what kind of man suffers them. For, stirred up with the same movement, mud exhales a horrible stench, and ointment emits a fragrant odor.
As I read this, it struck me that in many senses this is proof that all Christians believe in purgatory. The common objection to it is that Christ forgave our sins on the cross, and that any further suffering is therefore unnecessary. But that overlooks the roots of the word purgatory. Just as Augustine mentions that affliction "proves, purges, clarifies" the good, it's true that forgiven people still suffer on this earth. And woe if you think that it is purposeless suffering....life would be utterly meaningless if there was no positive end result of the negative things we often endure.
And yet, that is exactly the Catholic doctrine of purgatory. In technical terminology, it would state that "temporal punishments due to sins" are inflicted through this intermediate state, but on a more philosophical level, it's what all Christians understand, albeit intuitively at times.
We are full of vices that we wish would leave us, and at moments of trials we come closer in our faith and trust in God. While the struggle will never end on earth, we long for the day when that struggle will cease. So what is so unnatural about positing that if someone were to die with loads of consequences due to sin within their soul, that they would be purged after death in the same way that this happens on earth? This is, of course, keeping in mind the fact that this person is forgiven in a "legal" sense-in fact, if there was no beginning of God's good work in us, how could there be a completion that is not only whatever state one happens to be in at death, but is truly and really complete, where we are just as holy as Christ himself? What is unnatural about saying that that person would be glorified through a purging of any bad thing that was sown?
When bad things happen many evangelicals will interpret this by saying that this is a sad result of "reaping what you sow". Likewise, it strikes me that if someone were to die without being fully transformed into the image of Christ that there must be a purgation. More standard Reformed/Protestant systematic theology would divide salvation into justification, sanctification, and glorification. But as I'm growing through my years I am seeing that these are not as isolated or cookie cutter as one would think. There is glory that comes to God's people as they grow up even before death, for example.
The point is that if one believes that glorification is true, one believes in purgatory. For to gain in glory is merely the converse of decreasing in shame-the shame that comes through prayerlessness, despair, wickedness, and the like. As for me, I hope that I go through some process that applies the objective truth of the Cross to my subjective self fully. Whether it's through growing wiser, the full apprehension of my mortality as I am dying, or through some intermediate state, or through a complex combination of these and other things as I would imagine it will be, I want to be more like Christ. And if that's what purgatory means, as I would argue, then all Christians already do believe in purgatory.