Thank you for your question!
Let us review some “pure gyan,” to find that out.
“Dharamraj” is the equivalent of “purgatory,” in Christianity. It is a “land” where souls will be purified before entering the soul world.
Once a soul has performed all the roles assigned to “it,” then there is a “transition” for that “purification.” (meaning the experience of being completely body-less.)
Since this cannot happen in the physical world, neither in the soul world; then.. where could it happen? 🙂 Here is where the knowledge of the “3 worlds” comes in.
It can happen in the “subtle region.” As we know, every human being has a subtle body. Through that subtle body there will be this experience of “suffering,” if there is no awareness of the soul conscious state; there will be clinging to the physical body and physical relationships.
This is “settling” of karmic accounts which are pulling us back to the physical realm. The more attached we are to the physical world, obviously; that means greater experience of suffering.
The subtle world has always existed.(This is one of the tenets of “pure” Gyan; everything that exists has always existed.) We just became aware of that according to time.
There is a connection with our subtle bodies; although we may not be aware of it.