So, let's be super clear on something - DmC's Limbo is an alternative dimension where things that happen in it can sometimes have effects on the real world if there is direct contact between the two, that's why glass breaks when Dante emerges from Limbo via a portal in a church window, but buildings don't fall apart in the real world when they are shifting in Limbo to impede progress. However, in the end Limbo was a facsimile of the real world created by Malice itself, that's why when pieces move, like the side of a building juts out, there is just black ichor, and not what is actually inside the building. Then of course, the total lack of deep ground below street level.
Now, Bayonetta's Purgatorio is less a dimension in and of itself, and more a phase in which occupants shift to. They're legitimately running around in the same place as everyone else, but out of phase with it. All things that are done in Purgatorio also have the exact same effect in the real world because they are affecting the real world. They also happen to exist out of time with the real world at times.
Now, here's the funny thing. the Karas OVAs did what Bayonetta did with Purgatorio well before Bayonetta was a thing, and as mentioned before, DmC's Limbo is still pretty unique because it is a facsimile in a different dimension, and not just a phase shift for its occupants. Plus, the echos of humans in Limbo aren't affected by your actions like people in Bayo are, and Bayo is sincerely not the first time people have been shown as silhouettes like that either - it's an incredibly common way to depict people through those dimensional shifts.