Since HQs are a requirement for a faction, they cannot be sold, otherwise it would be possible for a faction to exist without an HQ facility and that is not an intended outcome. For this reason factions were recently checked to ensure each is in possession of an HQ, and HQs were recently made auto-protected and unprotectable (although DeMeer has already stated that this is being updated to allow for switching of HQs and so on). It has also already been stated that the importance of the HQ facility is being updated, which will reinforce its necessity to factions.
This is a feature developed for the sake of gameplay, and as such realism takes the backseat to playability. HQ facilities are not just ordinary facilities.