I don't think you can stop being a Royal, if that's how you're born. In the UK, the status of royalty is a birthright.
It can be conferred upon you by virtue of marriage. But it can also be taken away, as you're not inherently royal.
Andrew is inherently royal (which says a lot about the BRF, eh). Him not using HRH is a recognition of the fact that he isn't deserving of that status. Same as Harry, who actively chose to leave royal life.
Diana had hers taken away as she wasn't born a royal, and divorced. Same for Fergie.