If you add e.g. Debian to the apt sources, e.g. cause you need some Debian non-free package which of course is a bad bad bad thing on PureOS, you get some Contents files which were mentioned above - then a commands.db will be created, but for these Contents files only. I.E. the command-not-found will tell you Debian packages only which contain the searched command, but not PureOS packages. Not really what you want.

Updating the command not found database didn't work as there are no Contents files (/var/lib/apt/lists/*Contents*) which are required by update-command-not-found.

I assume that building the database failed (though update-command-not-found didn't issue any message), as /var/lib/command-not-found is empty, which seems to be the (new?) place of the database (according to `/usr/share/command-not-found/CommandNotFound/CommandNotFound.py).