Why is there no way to remove an immune response?
It is an interesting question. The reason for why new immune responses can be launched but the memory of old ones are not deleted is based on the concept of irreversibility of certain chemical reactions. 

Launching an immune response involves clonal expansion of cells expressing the epitope sensors such as the immunoglobins and T-cell receptors, accompanied by maturation of these receptors. Some of the reactions involved in this process are irreversible, which include VDJ recombinations, class switching and affinity maturation. 

In an overall sense, immune response is analogous to natural selection- in the presence of the antigen the best binders are selected and expanded. Now to make a species extinct you would have to find each individual and kill it. Or you may have to develop a technology that will identify and kill a certain species in an automated manner. This is difficult to implement; how to engineer a mechanism that will precisely seek and destroy all the epitope sensors for a particular antigen. In contrast selection happens spontaneously because it does not proceed with a reason. It just selects the best from available stock.