I've pulled scales several times for swaps or fastener retrofits and never experienced that. My process (shared because it has worked for me, and should not be seen as superceding what Nate wrote above!):
-With two wrenches, keep the sig side allen screw stationary while loosening from the LA side.
-Remove all LA side screws.
-Remove LA side scale.
-Set scale aside and rethread the LA side screws into the exposed fastener barrels finger tight.
-Lightly tap the heads of the LA side screws until the barrel is driven through/into the tang and the sig side scale is loose. (I generally do this with the butt of a screwdriver with a hard plastic handle so as not to mar the screw head, and have not yet had it take a ton of pressure to get them to move this way. I remember one or two barrels sticking hard enough to grip the screwdriver by the steel and tap harder with the side of the handle.)
-Remove the LA side screws again and set them aside.
-If the barrels are sticking at all, a little wiggle of the sig side scale generally extracts them the rest of the way.