Now that is a very unusual circumstance indeed! My problem too has usually been just the opposite as well, getting the bit in, a problem I solved by simply covering the bit with honey or sweet feed. Now it may be a few things that are giving him problems with letting go of the bit. Do you accidentally hit his teeth when you take the bridal off? Many riders do this because they "take" the bit from the horse,instead of letting him give the bit to them. Be patient! When you slip the bridal off his head keep the bit tight up in his mouth then lower it slowly allowing him to work it down and drop it out at his own pace. Horse have very sensitive teeth some more so than others such as people are sensitive to cold on their teeth. Just give him time. Another problem, have you noticed if he chews the bit while riding? Try having his teeth floated there maybe a bad tooth in there and the bit just happens to get that right spot to ease the pain. Last I would suggest using a copper or sweet iron bit to moisten his mouth while you ride this would keep him comfortable making letting go of the bit an ok thing and and any experience he has with it even better. Remember bad habits take time and patience to work out and the best person to work them out is you. Good luck and happy riding!