 Solution

Take any rank-one orthogonal projection $P$ and its generalized Bloch vector $s$. The antipodal vector $-s$ is on the same sphere, but its corresponding trace-one Hermitian matrix isOn the range of $P$, this matrix has eigenvalue $2/N-1$, which is negative for $N>2$. It is therefore not a positive semidefinite matrix and cannot be a density operator. Hence the pure states do not cover the sphere when $N>2$. This also shows directly why the purity bound for generalized Bloch vectors does not by itself guarantee a physical quantum state.