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.
1. Not sure if there is such a gas, or if i have correctly understood Rayleigh scattering there.