There is actually a Hilbert space where mixed states (pure and non-pure) are represented by unit vectors up to phases. This Hilbert space is not the same Hilbert space where pure states are represented by all unit vectors (up to phases). However it includes the set of pure states (the vectors of the initial Hilbert space up to multiplication with scalars) as a proper subset.
Every statistical operator $T$, i.e., a positive, trace-class, unit-trace operator representing a mixed state, over the Hilbert space $H$ can be written as $$T= S^\dagger S\tag{1}$$ where $S= e^{ia} \sqrt{T}$ and $a$ an arbitrary real number. (Actually $S$ is determined from $T$ up to a partial isometry with initial space given by the range of $\sqrt{T}$ as follows from the polar decomposition theorem.)
As $T$ is trace class, $S$ is Hilbert-Schmidt. These operators form another Hilbert space $H_{HS}\subset B(H)$ (the latter is the full algebra of all bounded operators $A: H \to H$) in their own right, whose scalar product is $$\langle S, S'\rangle := tr(S^\dagger S')$$
Every element of $T\in H_{HS}$ with unit HS norm defines a statistical operator as $T=S^\dagger S$.
If $A\in B(H)$ is a bounded observable (selfadjoint operator in $H$) and the mixed state $T$ is represented by the vector $S$ of $H_{HS}$, namely a Hilbert-Schmidt operator, the expectation value $$tr(TA)$$
can be re-written using the Hilbert-Schmidt scalar product. In fact, (1), the fact that $SA$ is Hilbert-Schmidt is $S$ is Hilbert-Schmidt, and $A$ is bounded, and the cyclic property of the trace imply
$$tr(TA) = \langle S, A S\rangle\:.$$
Every pure state is represented by a one-dimensional orthogonal projector $T$. These operators satisfy $TT=T$ and are Hilbert-Schmidt, so we can set $S:=T$.