Why is there no way to remove an immune response?

This is because the immune system is designed to develop and preserve memory of an antigen that at one time attacked the body. This happens in the acquired immunity arm of the immune system

The immune system can remember every antigen encountered because after each encounter, some lymphocyte cells of the body develop into memory cells. These cells live for a long time - for years or even decades. When these cells encounter an antigen for the second time, they recognize it immediately and respond quickly, vigorously and specifically to that particular antigen. This is acquired immunity.

Since it is not possible to selectively remove memory cells, then there is no way to remove the immune response.