ha_rocksdb.cc has the following code in rocksdb_done_func():
HAVE_purify is obsolete in 5.7. Facebook MySQL defines it when the server is built with -DWITH_VALGRIND. Percona Server doesn't do that and doesn't use HAVE_purify in any other code.
I have some concerns about the actual code inside the #ifded, but they should probably go to Facebook. This is merely a request to fix it to work as intended.