This is an interesting question. The first thing to remember is that evolution favors the most energetically favorable solution. In this instance, it is more energetically favorable for the cell to simply 'lock up' unused genes as heterochromatin than it is to selectively remove the genes it doesn't use in the differentiated states.
To put it another way, your body has developed one solution which functions for all of its cells. This is easier then developing many different systems to selectively remove unneeded genes.
If the cell is going to replicate, each of the daughter cells needs the full compliment of chromosomes to carry out all the normal cellular functions in addition to the specialized functions of its differentiated state. If the cells are no longer dividing, then there is no energy cost because the chromosomes are not replicating. And the cells still needs to transcribe all the genes for cellular metabolism.