Thats because of the chosen.js - i had the same question a few weeks ago :
Update List field rendering after ajax update
YouFor chosen you can simply call:
jQuery('#jform_identificator').trigger("chosen:updated");
after you changed the options, this triggers the update.
Edit: in Joomla! V3.x and old version of chosen is used and the trigger is:
jQuery('#jform_identificator').trigger("liszt:updated");
kind regards Marco