You can remove the work from CreateSpace anytime you like. As for First Rights--no publisher is required to get them. It's a matter of the policy of the publishing house. If a book that is already published isn't successful enough to warrant attention, they're not likely to be interested to begin with. For self-published books that are successful enough to attract the attention of a traditional publisher, they waive any applicable policy in favor of first rights.
The section I added italics to could use some clarification, I think. I agree that a book, once self-published, that doesn't sell well isn't likely to attract publisher interest. But I think it's important to separate that from the idea that a book that has not yet been self-published isn't likely to attract publisher attention.... I'm having trouble saying what I mean in a clear way, sorry. Okay, when I first read your paragraph I thought you were saying that a book that doesn't sell after being self-published is probably a book that never would have been attractive to publishers, regardless of first publication rights. And on re-reading, I'm pretty sure it's not what you're saying; I think it's the "to begin with" that's throwing me off. Because I absolutely agree that if the book doesn't sell well when self-published the publishers will almost certainly not want it. But "to begin with" maybe suggests that the book wouldn't have been attractive even before being self-published... I assume that's not what you're saying? (Have I successfully made this small point of confusion into a much bigger point of confusion?)
Sorry for the confusion, @BayView. I was just thinking that the examples of self-published books that I'm aware of that were picked up by traditional publishers have done pretty well as self-published works, and the traditional publisher goes into the negotiations knowing that they want the book. In that case, whatever their normal policy is for first rights doesn't apply. I don't think the traditional publisher who bought The Martian, for example, was concerned that the first rights they normally wanted were unavailable.
I agree. Yay! It may be the first time we've agreed on something in a self-publishing thread! Yay, us!