Problem:
The SET GTID_PURGED statement is presenting a different behaviour
for MySQL 5.6 and 5.7 servers. In MySQL 5.7 it is starting a
transaction which might lead to an error when executing other
statements, such as a SET SQL_LOG_BIN, without a previous commit.
This behaviour is not observed in 5.6 servers.

Analysis:
Setting GTID_PURGED is initiating a transaction because the flag
SERVER_STATUS_IN_TRANS was unecessarily activated when saving the
purged gtid set in the table.

Fix:
The thd->lex->autocommit flag is set to true when the variable
GTID_PURGED is set, ensuring that the transaction started during
this statement is committed when it finishes.