You cannot purge items that are on hold, that's the idea behind the hold feature. The only way would be to remove the hold(s) first, as detailed in this article: https://learn.microsoft.com/en-us/purview/ediscovery-delete-items-in-the-recoverable-items-folder-of-mailboxes-on-hold?view=o365-worldwide
Of course, make sure that you are actually allowed to remove the hold first, you don't want to end up in a scenario where a bunch of item required by a litigation were removed. If the idea is to free up some space, a faster approach might be to do a "cleanup", by running the following cmdlet:
Start-ManagedFolderAssistant user@domain.com -HoldCleanup
This will prompt the MFA to potentially clean up duplicate items that are on hold, without impacting the overall hold status.