First of all, the only definitive information we have on when it took place is a line of dialogue that says it took place “Near the end” of the Galactic Civil War. That does not necessarily mean after the Battle of Endor, so it is definitely possible that The Emperor was still alive when it happened.

Second of all, the Purge was clearly conducted in a manner that made it so that individual fighting skills of the targets were rendered meaningless. It does not matter whether or not you can kill a Jedi in single combat when there are actual hydrogen bombs raining down on your head.