There are angelic things that I'm not capable of yet, but it's been a process of several weeks since the dreaming started for me. Honestly, part of me hopes that we do one day snap back to our human bodies. I asked for angelhood no more than you did vampirism.
But yes, at least in the world I dream of, it does mean purgatory for one who didn't choose this life. And sadly, I'm sure that many of those currently in purgatory didn't choose that life either. But they are there, and if I had to hazard a guess, that's probably where angels end up as well, but a different belief or a lack of belief entirely doesn't change that fact for those destined to purgatory there. I'm sorry. I truly am.