I now have about 7-8 good messages in Purify's "Report Email Abuse" screen that should not be there. I do not see anything on the use interface for that screen to tell it to release those messages to my mail client. (And/or whitelist them for the future.)

What am I missing here?

Look in the list of messages imported for training ("Jeffrian"). In that list mark the messages as "Good". Purify will automatically mark them for deletion in the Report list.
BTW, what OS are you using? I have Windows Vista 64-bit, using Thunderbird 2.0.0.9. Messages moved to the "Report" list are still delivered to Thunderbird and I delete them from there.

I believe that if you add the sender's email to the Whitelist it will also be immediately marked for deletion in the Report list.

I am using Leopard (OS X 10.5) with Eudora 6.2 and the Spamnix plugin.

Two spams have gotten through Purify, which is OK, because Spamnix caught them. Since Purify has no user interface to speak of, I would have no idea that spam had arrived or been flagged as spam or that my attention was required. So I am just as happy to have them get through to Eudora/Spamnix so that I know I need to go back into Purify preferences and mark them as spam.

As far as I can tell it is not removing any messages from the list of messages it has scanned and passed along to my mail client. I am just going to leave it for now and read the PDF again over the weekend.