I think Purgatory has some sort of barrier around it's gateway that only allows entry into the dark desolete area. The barrier prevents those from leaving kind of like salt in the doorways for demons. I'm sure Purgatory isnt like heaven or Hell. It doesnt house just the dead there are living creatures there as well. God couldn't destroy what he put in there, and their offspring is doomed to spend eternity in that place as well. Dean's not dead he's just been transported to another dimension of sorts, so if he dies he's dead unless Cas heals him over and over again.