The manual says:
"Step 1: Cast Spell - pay mana cost"
"Step 2: Counter Spell - use nullify or other enchantments"
"Step 3 : Resolve Spell - the spell takes effect"
This suggests that if you Nullified a Purge Magic, it would prevent it from ever resolving (having an effect). However, Seeking Dispel says "Opponent cannot reveal targeted enchantment once Seeking Dispel has been cast". So Seeking Dispel would get rid of Nullify. (that said, using your Nullify to counter seeking dispel would also get rid of Nullify)