It all depends on what you mean by a “waiting room.”
Some believe this “waiting room” is a place where people go to decide whether they will accept Christ or not. There is no indication in the Bible that a newly departed soul has an opportunity to figure out whether he/she will accept or deny Christ. Every glimpse into life after death in the Bible shows people either in the presence of the Lord or not in the presence of the Lord.
Purgatory is believed to be a place where one is “purged” of their sins. The doctrine of purgatory comes from one verse found in the additional books of the Bible, the Apocrypha, not recognized by the Protestant Church.
He also took up a collection, man by man, to the amount of two thousand drachmas of silver, and sent it to Jerusalem to provide for a sin offering. In doing this he acted very well and honorably, taking account of the resurrection. For if he were not expecting that those who had fallen would rise again, it would have been superfluous and foolish to pray for the dead. But if he was looking to the splendid reward that is laid up for those who fall asleep in godliness, it was a holy and pious thought. Therefore he made atonement for the dead, that they might be delivered from their sin.
2 Maccabees 12:43-46
Notice the word purgatory is never used, nor is a specific place mentioned. The place is assumed, based on one’s belief that people have a second chance. Jesus or any of his apostles do not acknowledge any sort of second chance.
Now we know that if the earthly tent we live in is destroyed, we have a building from God, an eternal house in heaven, not built by human hands. . .Therefore we are always confident and know that as long as we are at home in the body we are away from the Lord. We live by faith, not by sight. We are confident, I say, and would prefer to be away from the body and at home with the Lord.
2 Corinthians 5:1, 6-8
Once we die, we are segregated according to our belief or denial in Christ. If there was another opportunity to accept Christ, wouldn’t Jesus have told us?
The only waiting that is going on is the grave, as the soul/spirit waits for the re-creation of the restored heaven and the reunion of body and soul, called resurrection. In that sense, the soul waits for a glorious future, but, according to the Bible, there is no chance of changing our minds or getting ourselves “right” with God. The only chance you have for that is on earth.
The best place to see that “waiting room” is Luke 16:19-31, describing the interaction between the rich man and Lazarus. Notice there is a chasm between them and only two places to be - heaven or hell.