Off hand, there are no common purple gasses.

Rayleigh scattering could cause distant objects to look purple, especially if there is a gas in the atmosphere that scatters green light and some blue light¹. Again, i don't know of any gas that does this.

The native species might percieve blue as purple if they have a red-green color blindness (src) which would make them confuse certain blues and purples. This has other side effects though, mainly being color blind.

Lightning can (briefly) light up the whole sky (clouds in particular) in purple, green, or blue. This might not be what you're looking for.

Purple is surprisingly hard to get naturally at human survivable temperatures:

Gas

Iodine is purple gas at temperatures over 185°C (363.7 °F). Unfortunately, Iodine forms compounds with just about everything, many of which are solid or non-purple.

Rayleigh scattering

Rayleigh scattering could cause distant objects to look purple, especially if there is a gas in the atmosphere that scatters green light and some blue light¹. I don't know of any gas that does this at a human survivable temperature.

Other

The native species might perceive blue as purple if they have a red-green colour blindness (src) which would make them confuse certain blues and purples. This has other side effects though, mainly being colour blind.

Lightning can (briefly) light up the whole sky (clouds in particular) in purple, green, or blue. This might not be what you're looking for.