Your quotation is really a paraphrase and a misleading one at that.
Ask your friend to reread the verse. It says, "We are confident, I say, and willing rather to be absent from the body, and to be present with the Lord (King James Version). "We are of good courage, and we would rather be away from the body and at home with the Lord" (Revised Standard Version). "We are confident, I say, and would prefer to be away from the body and at home with the Lord" (New International Version).
Notice what these don’t say: that to be absent from the body is the same thing as being with the Lord. If they did, they’d refute not only purgatory but also hell. What Paul is saying is that he’d like to leave this world and be with Christ in heaven. He doesn’t say anything, either way, about passing through purgatory on the way to being with the Lord. Someone can say, "I want to be out of California and back in Kansas" without denying you have to pass through the intervening states to accomplish that.