Hi!
There are two advantages:–
1) With directly heated valves like the 5U4 and 5Y3, they are operative almost at once as soon as filament and anode voltage is applied, which results in a both a very high unloaded h.t. supply voltage and a large surge current into the reservoir and smoothing capacitors, and neither the very high unloaded voltage nor the current are good for old components! The indirectly heated valves like GZ34 and 5Z4 warm up at roughly the same rate as the other valves in the amplifier, and therefore the other valves will start to take h.t. current whilst the rectifier is still warming up – the result is the h.t. voltage rises to rated value much more slowly and smoothly, which reduces the stress on the reservoir/smoothing capacitors and also the mains transformer, greatly prolonging their life.
2) An indirectly heated rectifier valve has a more robust electrode structure, and short circuits between anode and cathode due to electrode sag are much less likely to occur with the modern indirectly–heated type or rectifier valve.
The purple glow you saw in your output valve is caused by the ionisation of the unwanted gas/air atoms that had entered the valve envelope from some sort of unwanted crack, etc. When a gas–filled valve conducts, the current rises to a very high value by means of a mechanism called "gas amplification", in an audio power stage, the d.c. resistances from the h.t.+ line to anode and cathode to chassis–earth are very low, (there are no cathode–bias resistors as the Fender Reverb Pro has –50V negative G.B. rectified from a tap on the mains–transformer H.T. secondary) so a defective valve with gas in it will draw many times the rated current of the power supply, this is what caused your rectifier to rapidly overheat and fail. You should therefore replace BOTH the o/p and rectifier valves, then feed the amplifier by a lamp limiter as I explained earlier!
Chris Williams