I use backup to disk volumes only. It looks like the purging of volumes is
treated as if they were tape volumes. I see no reason to keep purged volumes
resident and pruned ones for that matter.
You can truncate a purged volumes (check a truncate command or purge volumes action="" depending on Bacula version you are using). It will reclaim space.
Why not simply remove them automatically?
Because all volumes are treated the same like all were tapes.
