How to remove persistent config data from APT

My best guess is that the 40 packages were recommended by other packages you had already installed; pipelight-multi along with the --install-recommends option caused them to be installed, but they were kept after its removal because of those recommendations. Since you've removed the packages manually it's hard to determine, but in future you can run aptitude why ${package} for each package you think should be auto-removed, and aptitude will tell you why it's being kept.

The mechanics behind this aren't necessarily intuitive. When a package is flagged as auto-removable, either manually or automatically (in the latter case, because it's installed automatically to satisfy a dependency or recommendation), the auto-removal flag is the only information stored; the system doesn't remember why a package was automatically installed. Such packages are kept only as long as some other package depends on them, or recommends them (this is the default setting, it can be changed).

All this would explain your situation as follows. You already have some other package, A, installed; this package recommends B but the latter isn't installed. You install pipelight-multi which also recommends B; given that you explicitly specified --install-recommends, we know B is then installed along with pipelight-multi. When you remove pipelight-multi and run apt-get autoremove, B is marked as auto-removable and gets checked, but because A is still installed, B is kept, even though the package which caused it to be installed in the first place is gone. Because A only recommends B, you can manually remove B to get back to the initial situation.