The souls on the moon before Hythlodaeus express a desire to either return to life or return to the star. I have no idea how that could be interpreted as anything other than trapped, especially given that was a fundamental part of their belief system. They may have willingly sacrificed themselves to Zodiark, but I doubt when they did so they realized they would be committing to a 12k year purgatory within him. Incidentally, Hythlodaeus himself uses the word "purgatory".