"Pure Direct" modes will typically "bypass all processing". This means that it will decode and send audio directly to outputs based on the source content. An example would be that if source content is 2-channel PCM, you will only get left/right (regardless of the fact that it could be Dolby ProLogic encoded). The "bypass all processing" can also include the ability to split/crossover any speakers to subwoofers. The crossovers splits are all done in DSP, which is essentially "processing". Sometimes, the "bypass all processing" can include the ability to adjust different levels for each speaker - which means that if you have a very quiet or low efficiency center channel, the Pure Direct mode may not automatically increase center channel level to match left/right.
I would also assume that "Pure Direct’ mode bypasses any Audyssey correction/processing as well.