There are a number of reasons why you may not be able to downgrade to a swipe-unlock.
If you have an Exchange email account set up, many times the Exchange admins won't let you connect unless your phone agrees to certain security precautions, such as setting up an unlock code.
Solution: Remove the account, or install an Email app that lies to the Exchange server, saying it is compliant when it really isn't.
Check in Settings->Security->Device Administrators to see if there are any active apps listed. One or more may be requiring an unlock code.
Solution: Uncheck the apps listed. Note that those apps may no longer function properly.
Not applicable in your specific situation, but enabling Device Encryption will also prevent you from removing a screen lock.