Well, how would you even remove something if you don't know what it is in the first place, where it is, and how much? You can't remove something if you don't even know if it's in the sample of blood that you took. What if it's an mRNA that's constantly produced by a virus? Then it doesn't really matter how many plasma exchanges you do. The "new" blood will carry the "factor." And you also can't remove all of the plasma from the human body, otherwise you'd die.
Immunoabsorption (which is a specific form of plasma exchange) did show results in a pilot study (source), although a bit of a limitation was that they relied on self-reported symptom changes.