Just confirming that the skill necessary for the purple wall does properly become available at least SLRMTL1.4 (didn't test prior versions).
If you're like me and coming from an older SLRMTL patch though, you'll need to load from an older save that puts you
before you talk to the Pregnancy and Milk Demons (the busty red and blue girls), or else the skill set won't be available for unlocking.
After talking to them, you should get a dialog that looks like this:
Then you should be able to learn the skill from the second set of skills (costs no points to learn):
Once that's done, you can interact with the purple wall in order to be able to pass through it. It'll still look like it's there, but the objective label should be gone, letting you progress through.