You just can't do what you are trying to do, i.e. save the voices to USB then delete the associated wave expansion data.
Essentially a VCE file contains these things:
+ A pointer to a sample waveform, which may be in preset memory or expansion memory; NOT the wave data itself - just a lookup pointer
+ Configuration data which sets up the envelopes, LFO, etc for all the elements
+ Some SYSEX data which configures the things you can adjust with the panel Voice Set controls
So you see the VCE file itself does *not* contain the actual sample wave. It doesn't really matter where the VCE file is loaded from. What matters is 'where is the sample wave it's pointing at'. VCE files you find on this forum will almost always be pointing at the preset wave forms, so that they always work, whether they are in User or USB.
When you install an expansion pack, it loads the sample waves into the expansion memory. But you can't play those waves without a VCE file that points at them. So the expansion packs also install a set of VCE files into the user expansion memory. Those VCE files point at the expansion memory, and will only work properly if the correct sample wave is also installed in the expansion memory. If you save an expansion VCE to user it will still work, but only while the sample wave is also installed.