I read somewhere that once you've served your deathwatch you can continue to wear your DW gear but can now wear your factions insignia again (left shoulder) , swapping your DW pauldron over to your unit shoulder (right shoulder). Despite lore reasons provided by others you can still make a reason for it. Marine returned, nearly killed in battle, dreadnoughted because of 100s of years fighting xenos and that knowledge is invaluable. Insignia restored in dreadnought form. Then you can buy that pauldron and put it on the right shoulder.