Relax.
Technically, the law is about rights and obligations of pension funds. It says, among many other things, in one sentence that the VB has to transfer it, if/when the insured person requests it.
Well, I guess this kind of implies you are supposed to tell them 
.
Pension fund regulation do tell you directly. Mine does, anyway. Followed in the next sentence by “oh, but if you do happen to keep your VB assets, please tell us when doing a buy-in so we can calculate the amount correctly”.
So yes, it’s against the regulation, but let’s not criminalize people exploring options on their very own pension assets or cite “Swiss laws”, when all I have seen quoted is this one little sentence that most likely haven’t even read themself.
Could you name them?