Purgatory is the realm in which SUPER ALEX SHARPTER 2 takes place. It's existence does not mean that Heaven and Hell also are a thing (in the traditional sense.)

Purgatory's color scheme is offputting and weird, specifically because it is an anomaly (an element that might be important later). It does have a purpose however: to contain other far more dangerous anomalies and creations that have served their purpose above or were never supposed to exist in the first place, like [REDACTED].

SAS2 connects to a larger story. Some aspects of it will be relevant in the new ATS games. This also applies to Sharpshooter Carnival (yes, all three of these will reference each other in some way, but SC is the most connected to SAS2 currently).

This connection will explain why some characters resemble him.