The producers were adamant that the characters were not dead, they were not in purgatory, and that the events on the island were real. That is what they said outside the context of the actual show. They never explained within the show those alleged facts. They have only painted a large canvas with gray mud.
But many people believed that the characters "Had to Be on the Island for a Reason." Otherwise, what would be the point.
Supporters of this point of view try to connect the pre-island dots or interactions between the characters. Their conclusion is that all the survivors were fated, as John Locke has said, to be on the Flight 815, and to end up on the island. In other words, the island chose them to do something important.
No one has pieced together The Six Separations of Jack Shepherd but it would probably not be too difficult. Those with connections to Jack through his father included Ana Lucia as Christian's bodyguard and Sawyer as Christian's drinking buddy. The pre-island connections between castaways keep adding up. And
incidents like Claire’s psychic convincing her to take the fatal flight
(and playing a part in Eko getting on), Hurley making the flight despite
all odds, Jack talking his way (or, his dad's body's way) on board and
Sawyer getting deported lend a lot of support. But then again, it gets weak with characters like Sayid who had no connections to the US until he was deported from Australia after a botched CIA mission against his childhood friend.
The strong assumption is that every character we see seems to have had a reason for being on Flight 815 instead of other flights. But the reason why everyone had to be on the island was never stated to us.
First, we were led to believe that this was a mere survival story. "Lie together or die alone."
Then, we were led to believe that this was a rescue story with Michael's raft.
Then, we were led to believe that this was a story of conflict between the survivors and the Others, who claimed the island for themselves.
Then, we were led to believe that this was a story about human redemption in the face of cruel behavior, manipulation, threats and pain such as the conflicted decision of Jack to sacrifice himself to save others in exchange to heal Ben's condition.
Then, we were led to believe that the characters were needed to save the island from destruction, especially when it began to time skip.
Finally, we were led to believe that the characters were needed to save the world from MIB escaping the island.
Looking back, the main characters never really accomplished any of those story lines. The characters ran around the island like rats in a laboratory maze. Any accomplishments were minor and short lived. Some leaders became followers, some followers became leaders, and many ended up as mere pawns.
The producers had said "there’s a rational, scientific explanation for everything that’s happened so far," was received with a lot of skepticism when the story lines turned toward new themes such as the faith and mysticism. The reason why the characters had to be on the island is still unknown. Statements such as to "fulfill their destiny" or "redeem themselves" don't make sense in the isolation of the island. The main characters on the island did not change their behavior much. Sayid came to the island as a torturer and died a tortured man. Kate came to the island as a escapee and escaped the island as a runaway from responsibility.
Evangeline Lilly once said, "Lost is a very big metaphor for every single character's mental state of being, psychological, and emotional state of being and we're on this island to be mentally, psychologically, and emotionally found. We were all chosen specifically because we will facilitate that for one another."
If the reason the characters were brought together for "group therapy," I think that reasoning would irk fans more than the purgatory theory.
Reason is a cause, explanation, or justification for an action or event. There has to be good or obvious cause to do something: to survive, to get rescued, to work together to make a new society. The last season did not give our characters any reason to fight for or against Jacob and MIB. There was no goal or tangible reward for any character that was directly related to defeating MIB.
No logical presumptions support LOST's final conclusion. There needs to be a close connection between reason and emotion; what is right, practical, or possible. Common sense dictates that we think, understand, and then form judgments by a process of analysis entirely from facts. The fact is that we still do not know what MIB/Flocke is/was. We still do not know why MIB could be "killed" when he was never human in the first place. And the finale "gotcha!" moment with Kate shooting MIB and Jack kicking him over the cliff did not resolve any emotional attachment between Jack and Kate. She left him to die alone.