There is no function to remove an ancillary off a character, probably something they forgot to code during RTW times and could not be implemented in M2TW as that is based almost completely on RTW's engine.

I do agree that all ancillaries being transferrable would add a "roll playing" (as you say) element to the game. Its not necessarily conducive for "role playing" however. Nonetheless, anyone can mod their game files to make them as transferrable or sticky as they wish.