In the initial purity/ploidy 2D grid search, PureCN does not assign integer copy numbers to segments yet (that's the second step). That means some "missing" solutions might not fit integers well. There are also a couple of parameters that restrict the search space, for example the size of homozygous deletions, percentage of segments assigned to a sub-clonal state etc. The closest valid solution might fit poorly, resulting in a local optimum outside the red.
Also if you used the recommended post-optimization, the final purity/ploidy also depends on the fit of allelic fractions, not only on the tumor vs normal coverage profile.
Top ranking solutions should be in general close to red spots. If they are consistently mis-aligned, I'm happy to have a look at examples.