Because they are "abandoned" in Purgatory. No one thinks to pray for them. They will stay in Purgatory longer without our prayers.

Against Church teaching? To pray for the souls in Purgatory? Which Church are you talking about?

Knowing now where "the Church" was headed, it makes perfect sense that certain "reporters" would have falsified Sister Lucia's words to fit with their long-term plan for a more Ecuмenical Church. Purgatory is one of those doctrines that the Protestants will not accept.

But the "Oh My Jesus" prayer states to lead souls to Heaven.  Not to lead souls sooner or to cut short their time in Purgatory.

(in general, not necessarily with regard to what the Fatima prayers really are or aren't)

‘I want you to come here on the 13th of next month, to continue reciting the Rosary every day in honor of Our Lady of the Rosary, in order to obtain peace in the world and the end of the war, because only She can help you.’
‘I should like to ask You to tell us who You are, and to work a miracle so that everyone will believe that Your Grace is appearing to us.’
‘Continue to come here every month. In October, I will say who I am and what I want, and I will perform a miracle so that all might see and believe.’
Here I made some requests which I do not remember. What I do remember, is that Our Lady said it was necessary to say the Rosary in order to obtain these graces throughout the year.
Our Lady continued: ‘Sacrifice yourselves for sinners, and say often to Jesus, especially whenever you make a sacrifice: O Jesus, it is for love of Thee, for the conversion of sinners, and in reparation for the sins committed against the Immaculate Heart of Mary.’
As Our Lady spoke these last words, She opened Her hands once more, as She had done during the two previous months. The rays of light seemed to penetrate the earth, and we saw as it were a sea of fire. Plunged in this fire were demons and souls in human form, like transparent burning embers, all blackened or burnished bronze, floating about in the conflagration, now raised into the air by the flames that issued from within themselves together with great clouds of smoke, now falling back on every side like sparks in huge fires, without weight or equilibrium, amid shrieks and groans of pain and despair, which horrified us and made us tremble with fear. (It must have been this sight which caused me to cry out, as people say they heard me). The demons could be distinguished by their terrifying and repellent likeness to frightful and unknown animals, black and transparent like burning coals. That vision lasted only a moment, thanks to our good Mother of Heaven, Who, at the first apparition, had promised to bring us to Heaven. Without that, I think we would have died of terror and fear.
Terrified and as if to plead for succor, we looked up at Our Lady, who said to us, so kindly and so sadly:
‘You have seen hell where the souls of poor sinners go. To save them, God wishes to establish in the world devotion to My Immaculate Heart. If what I say to you is done, many souls will be saved and there will be peace. The war is going to end; but if people do not cease offending God, a worse one will break out during the reign of Pius XI. When you see a night illumined by an unknown light, know that this is the great sign given you by God that He is about to punish the world for its crimes by means of war, famine, and persecutions of the Church and of the Holy Father.
‘To prevent this, I shall come to ask for the consecration of Russia to My Immaculate Heart, and the Communion of Reparation on the First Saturdays. If My requests are heeded, Russia will be converted and there will be peace; if not, she will spread her errors throughout the world, causing wars and persecutions of the Church. The good will be martyred, the Holy Father will have much to suffer, various nations will be annihilated. In the end, My Immaculate Heart will triumph. The Holy Father will consecrate Russia to Me, and she will be converted, and a period of peace will be granted to the world. In Portugal, the dogma of the Faith will always be preserved, etc. Do not tell this to anybody. Francisco, yes, you may tell him.
‘When you pray the Rosary, say after each mystery: O my Jesus, forgive us, save us from the fires of hell. Lead all souls to Heaven, especially those who are most in need.’
After this, there was a moment of silence, and then I asked, ‘Is there anything more that You want of me?’
‘No, I do not want anything more of you today.’
Then, as before, Our Lady began to ascend towards the east, until She finally disappeared.

The request for the prayer was given during our Lady's apparition of July 13, 1917:

While it is possible that our Lady was referencing Purgatory, what is known of the context in which the additional prayer was requested seems to heavily favor concern for souls in danger of damnation.

https://aquinas.cc/la/en/~ST.IIISup.App1.A2.SC

On the contrary, Gregory says that just as in the same fire gold is reddened while chaff turns to smoke, so in the same fire a sinner reduced to ashes while one of the elect is purified. Therefore, the fire of purgatory and of hell is the same, and thus they are in the same place.

..without weight or equilibrium, amid shrieks and groans of pain and despair...

• the complete loss or absence of hope.

Unless one now wants to make a case that there is a translation error in using the term "despair" or that there is some nuanced interpretation called for, it is clear that the context is the hell of the damned, as it is impossible, properly speaking, for the Holy Souls to "despair".

de·spair
/dəˈsper/

noun
noun: despair; plural noun: despairs

• the complete loss or absence of hope.