I first noticed this when playing Episode 1 Floor 10 (the secret level). I loaded a savegame where I was just near the exit, and pressed the exit switch. On the next level, Floor 2, there was the same purple ceiling texture from the secret level I just exited from.
This may be related to using debug mode but I'm not sure. This effect can be achieved by starting a new game and warping to MAP10, but you can also noclip to the secret exit and press the exit switch. On the secret level, you'll see the gray ceiling texture from the previous map.
It definitely doesn't happen every time, as I somehow got the normal purple ceiling on the secret level when I first encountered this issue.
Tested with the latest Mercurial build.