Please create /etc/x2go/x2gosql/sql manually with a line containing 'backend=sqlite'. That should allow you to purge the packages.
Afterwards you should be able to reinstall them normally.
Oh, and if this still doesn't help for purging, you'll have to modify the scriptlets apt saved in /var/lib/dpkg/info/, like Jason already pointed out.
Edit x2goserver.postrm, libx2go-server-db-perl.postrm and x2goserver-common.postrm (if they exist) and put a [ -d '/etc/x2go' ] && before the rmdir calls, like in https://code.x2go.org/gitweb?p=x2goserver.git;a=commitdiff;h=561ee44138fa6bc...
Purging should seriously work after that.
Mihai