I'm having the same issue on my Ender 5 Plus. After some testing, I think it indeed might be a problem when using the "save to removable media" option on Cura. If I print from Cura via USB, the purge happens as expected. Two lines right next to each other on the left of the bed. If I use the "save to removable media" option and then print from the SD card, I get the triangle.