That it's biggest drawback, while with glue you can always "revive" the leftovers on the rim with a little bit of fresh glue, this is how a tub is replaced in the field.
Whether the tubular tyre is glued or taped, it's removed around the valve, by wedging a plastic tyre lever and moving up/down until you get it trough the other side. It takes seconds, just make sure you wedge the lever between the basetape of the tyre and the rim, not between the basetape and the carcass of the tyre!
Loss of pressure depends greatly on the way the inner tube is made. Some brands would use latex tubes that would loose up to 30-40psi a day, other brands would use thin butyl tubes that may loose 10psi a month. Almost all the medium-low priced tubular tyres use standard butyl tubes, where the air loss is just as a normal inner tube in a tyre. There's nothing wrong in checking the tyre pressure every two weeks, and adjust accordingly.