Well to be fair only the Chapter Masters know of the GK's existence. The Space Wolves too but they're forbidden to speak of them.
You can't get much purer than a Grey Knight or an Exorcist now can you? Not one has fallen to Chaos ever. Kaldor Draigo has been in the warp for ages and is still pure as seen when he randomly appeared to fight M'kar the Reborn I think it was.
It isn't just Chapter Masters. Quite a few higher ups in 1st founding chapters know about them, such as the Salamanders and Blood Angels.
Explain how, if Grey Knights are so incorruptible, how Purifiers are even more incorruptible? If that isn't a literal case of 100+1 writing then I don't know what is. M'kar is Brother Captain Stern's schtick. Draigo just pops out from time to time - if you believe that part of the codex...