Tess is pure for a number of reasons:
1. Tess's sense of morality does not falter. When her baby is dying and the pastor refuses to baptize him, she does it herself. Tess relies on her own reasoning to do what is right for her child.
2. After her encounter with Alec in the woods, Tess leaves the d'Urberville estate. Alec offers to provide for her and her family several times in the book, but she refuses to be mistress or wife to a man she does not love--even when she and her family are destitute. (She does have a brief lapse at the end.)
3. When Angel courts her, she tries to redirect his attention to the other milkmaids, virgins whom she views as more deserving. Tess is ready to deny her own love for Angel for his own good and to help her friends.
4. When she has been unfairly abandoned by Angel Clare, she does not ask his family for money.
5. As Tess and Angel face their final parting (the police are after her), she thinks of her younger sister: She asks Angel to marry her when Tess is dead.
There are other examples of Tess's purity throughout the novel. Just think about her being morally pure--true to herself, her values, her lover, and her family--even when it causes her to suffer. Hardy may have been arguing in his novel that purity runs much deeper in people than those conventional signs of purity (i.e. virginity) may suggest.