The fire of Torah protects one from the flames of purgatory:

Scripture states that G-d is a consuming fire [i.e. Eish Ochlah Hu]. The meaning of this is as follows: The commands of G-d have similar components to a fire. Just as when a fire is placed inside of a cup it engulfs the entire cup and penetrates through its entirety until it is completely burned, so too the Torah and Mitzvah’s are capable of burning and destroying all of the coarseness of the animal soul which prevents light of G-d from being revealed. This is possible because the Torah is the level of Makif, surrounding and encompassing, while the Mitzvah’s are the level of Mimalei, inner penetration. Thus, when one studies Torah and performs Mitzvah’s it refines his soul and body both inside and out. Based on this, we can understand why it states regarding a Torah scholar that the fire of purgatory does not overtake him. The reason for this is because the entire purpose of purgatory is to refine a person’s soul from all of the coarseness that it has received throughout its life which prevent it from experiencing the light of G-d. Thus, the Torah scholar does not require the fire of purgatory to burn and cleanse him from all of his coarseness as this is already accomplished through his Torah study and Mitzvah performance which cleanse him both inside and out.