More than likely you have made an explicit selection for a file to be backed up in the backup wizard and that file is no longer being found on disk; hence the error. The theory being that since you made an explicit selection, you probably want to know if that file cannot be found (as opposed to simply selecting a folder with dynamically changing contents). The Purge operation may indicate the file is set to be purged, possibly because it's past the defined retention period, but the file cannot be found on disk any longer.

You should be able to see the file in question in the History for that backup plan or by looking at the backup plan and checking it against the path in the message to see if a file has an explicit selection. If this does not help resolve the issue, please let us know.