Like all malicious programs their goal is to survive. So even though it may appear to be gone a copy could be hiding & waiting to start up again. So don't be fooled spyware is always hiding in the shadows of the dark.
Spyware can also be badly written or even intelligently written. In either case a badly written spyware can damage files and not follow standard rules that make removal difficult. An intelligently wriiten spyware can run and hide from removal programs.
Spyware can also disable anti-virus, anti-spyware, Internet browers and other preventative software programs.
More Spware Info: Why is spyware hard to remove?