One thing to consider is that purging while smoking a premium cigar, tends to negate (to a degree) the buildup of flavors wrought by the accumulation of oil and tars that were designed to enhance the smoking experience. You can test this yourself. Smell the aromas from off the shoulder and cut. Purge the cigar. Before taking another draw, smell the shoulder and cut again. You might find that the cigar has been "reset" to near zero aromas again, or certainly the aromas have changed. While this may be good for a cigar that is maybe starting to go south, it can ruin the inherent build up and finish designed into a very fine cigar.
I like what a couple brothers said in this thread. If things are starting to taste bad from a cigar that started out pretty good, perhaps that is an indication the draws are being spaced too closely together and there is a heat issue inside. Before you try purging, try resting the cigar 45, 60 or 90 seconds between puffs and see if characteristics can be reconstituted in that fashion.
I do purge if, after my cigar has burned out, I know I will be relighting it later. As was stated, to remove any smoke from inside that might grow stale and contaminate the filler during the down time.