Hi @dholton ,
I will admit I have not seen such scripts in action, though have certainly heard of them.
If you have attempted to use the API to remove yourself and have received a permissions error, then it is likely any such tool (as a rule) would result in the same issue. It sounds like your admins have not given you permission to remove yourself. This may be due to the enrolment coming from an upstream system which is automatically integrated, or it may simply be by choice.
I have had a look at the Colorado State University link you have provided, and it sounds to me like this is a custom utility that CSU has developed to achieve this. Interestingly, this would have been my final suggestion, which is that your institution could develop such a tool to permit governed self-unenrolling from courses, without giving out permissions to all teachers systemwide.
In this case, I would contact your institution and see what their recommendation is for self-unenrolling.
Hope that helps!
Stuart
(quick extra thought, I have assumed you are using an institution provided system, or would this be on the Canvas Free for Teachers service?)