User blog comment:B214/Question and Answers/@comment-24098614-20131201015153/@comment-1359322-20131201020432

Trading can occur if masters of both sides agree to it. Well good masters also consider the feelings of their servants before trading them off. Sirzechs probably won't trade his servants nor will his servants leave him. Issei also probably won't take any of the Maous' servant and start his own team.

Also Ravel told Issei that trading is something Pure-Blooded Devil do most of the time. Majority of the pure-blooded Devils would not train, instead they would only depend solely on the demonic powers that they inherited and would simply trade off any of their servants that they deemed weak. Knowing Issei, he wouldn't do something so insulting to anyone.