Mac version doesn't work through Steam. While installing does download an exectable, Steam can't find it. Playing outside Steam doesn't save the game, however.
Purgatory is a budget title that I can't quite recommend because it's not interesting enough for me to keep playing. The concept (tactical RPGish wargame) is fine. The purgatory setting is promising (but you can get a similar effect playing Skulls of the Shogun). The AI seems competent. But this is just a series of tedious battles fought on a barren hexgrid. As in, there is no terrain at all. So it's just a matter of coaxing the enemy into your attack radius before you wander into theirs. Attacks also always hit and cause about the same amount of damage as far as I can tell. There just aren't enough interesting choices.
It also lacks a few polish niceties such as being able to tab between units and seeing at a glance which are leveled up.