In Wolfram Language, a "pure function" is what others would call an "anonymous function" or a "lambda". It doesn't actually imply the lack of side-effects.
The older Compile function also does the same thing when there's an error.
Given the difficulties of doing something fancier, I think it's a reasonable strategy. Mutating state that doesn't originate in a function isn't too common, and less so with the kinds of functions you'd compile. If the compiled function fails, you probably have some other bug in your code anyways.
