Purify documents to be unsafe for use in jquery's .html() in their README if SAFE_FOR_JQUERY is not set (which is not). Searching for the variable in the source code reveals test code for the scenario: https://github.com/cure53/DOMPurify/blob/2724763e41313b1a54724dfda5573e8b63116962/test/test-suite.js#L53

The payload: <option><style></option></select><b><img src=xx: onerror=alert(1)></style></option> survives the back and forth conversion and thus triggers the XSS.