When I first enabled this feature, it just causes a PHP error, which I found might have been solved by installing a copy of CSSTidy on the root...
Well, I didn't want to do that, and looking into the HTML Purifier module code, it didn't look like there was any easy way to get the Filter.ExtractStyleBlocks option to actually do something, even if I could get it to find CSSTidy...
So I added a few (several) lines to _hmlpurifier_process to support the Filter.ExtractStyleBlocks option...
This probably isn't the best way to do this, particularly since it doesn't provide any help in setting Filter.ExtractStyleBlocks.Scope, which would, ideally, be set to '#node-[nid]'
(but since the $node context isn't available in a filter, I couldn't think of an easy way of doing this - I used the RepTags module)