Resolution
Since Plesk 6 there is no concept of the Primary IP address for the server. From the Control panel's point of view all IP addresses are equal. The only difference between the main IP address and aliases is that the main IP address can not be deleted from the control panel.To change the main IP address you need to first remove this address from all IP pools. Then stop Plesk and manually change the IP address on the server from the backend as root. Be careful, if you set wrong network parameters, the server may become unavailable. Then start Plesk again and restore the list of IP addresses through SERVER -> IP Addresses and click on Re-read button. If the IP still exists in the Plesk interface, remove it directly from Plesk interface or delete in the 'psa' database with the query like:
mysql> delete from IP_Addresses where ip_address='YOUR-IP';