When are the natural embeddings of classical invariant rings pure?

Consider a reductive linear algebraic group G acting linearly on a polynomial ring S over an infinite field; key examples are the general linear group, the symplectic group, the orthogonal group, and the special linear group, with the classical representations as in Weyl’s book: For the general linear group, consider a direct sum of copies of the standard representation and copies of the dual; in the other cases, take copies of the standard representation. The invariant rings in the respective cases are determinantal rings, rings defined by Pfaffians of alternating matrices, symmetric determinantal rings and the Plücker coordinate rings of Grassmannians; these are the classical invariant rings of the title, with $S^G\subseteq S$ being the natural embedding.