HP Removal wasn't pure damage that went through magic immunity, it didn't have any of the effects of damage at all, such as stopping health pots/clarities/bottle, proccing Spectre's damage reflect or putting Blink Dagger on cooldown.
That's how that sort of damage is coded in the original DotA, and the reason that you could use a Salve while running away from Bloodseeker. There's no other way in that engine to deal damage through magic immunity that ignores both armor and magic resistance. (Universal damage takes magic resistance into account, and Pure damage is blocked by magic immunity.)
I just think it's kind of silly to call two different spells 'Pure Damage' but only allow one of them to ignore BKB. Now instead of five damage types* (physical, magical, universal, pure, hp removal) we have physical, magical, magical that ignores BKB, pure, pure that ignores BKB, and then also HP removal for usage costs and Sunder. I think it's just a little unnecessary, and they could have fixed it by actually labeling spells with their damage types properly. Actually listing Universal spells as Universal instead of just Magical would have gone a long way. The confusion before, I think, was mostly from random magic-damage-labeled spells going through BKB, or composite damage being weird and terrible.
*ignoring composite because nobody likes it and it's a good thing they removed it.