I have seen this before and experienced it. From both sides, as the member and the supervisor. A reserve unit is given a certain number of positions a year they can fill through recruiting (one year recently it was 14 at the unit I was posted to). Often it is a bitch of a time getting a recruit from stepping in the door to putting on a uniform. As reserve regiments tend to do their own recruiting they have a lot more invested in those potential spots then CFRC. Now the unit spends up to three years (depending on trade, availability, etc) getting a recruit to a qualified troop. Now said recruit is qualified, realizes he likes the CF and puts in a CT.
From a global CF perspective, the reserve unit did exactly what it is supposed to. They acted as to augment the regular force training system. The Regular Force now gets a qualified soldier with out spending the resources in recruiting, housing, paying, etc. normally required to get said troop. The Reg force gods are happy.
Now look at it from the Reserve Unit's point of view. They just spent a large portion of their available resources on a person who contributed nothing, in the long term, to the continued health of the unit. Pte/CPls are easy to find it is much harder to find Sgts, and WO who take years to develop. In addition, it is often the ones with the best potential who leave to the regular force. It is also incredibly common for a reservist to go on a tour or a tasking and put in his CT as soon as he gets back because he has had regular force guys recruiting him the whole time. I have even been guilty of this myself. It can be very frustrating and you may be feeling that.
That said, if you want to do it, just do it. Don't burn any bridges because it is not helpful to anyone. In fact, the best way to get quality Sgts and WOs is to have them retire to the Reserves. Maybe you will go back one day as a sgt.