Urgot's W explicitly says "While using Purge, Urgot can walk over minions and non-epic monsters." ~~Last time I checked, Dragon/Rift Herald/Elder Dragon are all considered Epic monsters. Yet, Urgot can walk through all 3 of these while his Purge is active. Urgot cannot walk through Baron, so that part is working correctly.~~
All champions can walk thru the dragons while they are active/attacking, so that is not a bug.
However, Urgot should not be able to walk thru the Rift Herald like this. This is Definitely A Bug.