Not as much as nobility and righteousness per se, but it is. Sometimes it seems nobility and purity are used like synoymns, though I'm not sure I agree with that take.

In the second to last episode Akio descrinbes Anthy as a "poor foolish creature" whose "heart was so pure she sacrificed herself for a prince that never even existed". This is why I was thinking of it in application to the Anthy in the coffin and Dios; I find less support at the moment for its application to Utena.

I definitely have some rewatching to do as well...