I'm a big believer in Purple fell first (but didn't realize it right away) and Red fell harder (but realized it sooner). Purple acted really attached to Red, and placed a lot of value in "having someone to rely on". Red was someone they could trust, someone they felt safe with, and someone they believed in the best of.
So when Red not only fell short of Purple's lofty expectations of them, but also left them to deal with the consequences alone, that's what hurt. Looking back on Purple's dialogue in "Insecurity in Security", you can tell they aren't as mad at Red for choosing MIRA; they're hurt that Red seemed to choose MIRA over Purple. And that none of the things that happened to Purple bcos of MIRA seemed to matter to Red. You abandoned me and got everything because of it. Did I really mean anything to you, if you could do that to me?
While it's obvious Purple is someone Red admires? Every action Purple takes, Red has to imitate. Yes, because Red is insecure with very little of a stable sense of self, and requires external validation to affirm their unrealistic views of who they are (bcos to admit anything otherwise will cause an ego death of astronomical proportions), but also think of what that implies? That Red's ideal of who is competent and capable is Purple. Yes, Red steals credit for Blue's work, but it's more that they undermine and undervalue Blue's work, i.e "with no help from Blue", etc.
But with Purple? They imitate Purple. They parrot back what Purple does and say. Even the decisions they made for themself, i.e. keeping your head down, following MIRA orders, they also say "Purple could heed to listen to that". They want Purple to affirm they made the right choice, by Purple making the same choices Red did.
They were codependent in different ways, bcos Purple thought of Red as their "safe" person, and Red thought of Purple as the anchor of their sense of self, an ideal, almost. So of course when Red signed the NDA, they both lost their mooring. Purple, in the safety of someone you can trust. And Red, in the person they respect and admire the most going against their sense of self-preservation, and basically telling Red "you are wrong".
Purple had their trust and sense of safety broken. Red had their entire self-concept called into question.