clarify that `purge_history` will not purge state

Make the purge request return quickly, and allow scripts to poll for updates.

* It's supposed to be purge_local_events, not ..._history
* Fix the doc to have valid json

Add a flag which makes the purger delete local events

make it absolutely clear that Purge History API does not remove all traces of events and message contents

because this topic pops up too often

#890 #1621 #1730 #2260 #2315 and so on