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I still don't see a reason they can't be switched to Baratheons if they win, like how Aegon works. There's just no incentive to play as the Iron Throne in the late bookmarks if you're stuck as a Lannister.
 
Maybe people want to be able to play Cersei in AFFC (or Tywin without allowing Tyrion to inherit)? Making them Baratheons would give her a game over on death, no?

It also makes it more likely that Tywin will continue to support Joffrey/Tommen/Myrcella against later rebellions.