just discovered this little bug, using Rhino 6 SR26 on Windows. When using the Purge command and setting it to get rid of unused Block definitions, it also deletes blocks that are being used as user-defined arrowheads (as, as far as I know, defining them as blocks is the only way to add custom arrows (?)). These arrowheads then instantly disappear from the dimensions or leaders.
Not sure if this is something that is easily solved or not; the obvious workaround is to have the block instance inserted somewhere in the scene, if one wants to use the command to delete other block definitions. So not a huge problem, just something one has to have in mind if those specific circumstances arise.