Anything you write to VRAM (DEFINE CHAR, DEFINE BITMAP, DEFINE SPRITE, SPRITE, SCREEN) is "eternal" until you erase it. It doesn't matter if you change banks, as these are local to CPU, and the VRAM is completely separate.
The correct way to disable a sprite is by using SPRITE num,$D1,0,0,0
For example, you can see an example in Camelot Knights source code where I erase sprites 4 to 31.
FOR c = 4 TO 31
SPRITE c, $d1, 0, 0, 0
NEXT c