A spirit has no power over physical things. The spirit must incarnate himself, he has to take a shape if he want to interfere with physical things. It just cannot be possible for a disembodied Sauron to carry away his ring.
But doesn't magic (a spirit activity) interfere with physical things?
I don't know for sure, but I have always thought Sauron took his ring with him to Numenor. Tolkien stated that in one of his letter. I think that Sauron needed his ring, that he concealed it from the Numenoreans and when his body was destroyed he managed somehow to carry away his ring. So if it can be explained how Sauron managed to carry away his ring, I think our problem will be solved. Comments?

: Problem: If Sauron's spirit was capable of carrying the Ring, why didn't he just carry it off with him after his body was slain by Elendil & Gil-gadad?

I don't think the 'process' would have work when Sauron'ennemies were around, trying to kill him. I think that if Sauron was able to carry his ring as a spirit, he would have done it. But he had not the time to do it

: Another point, when Sauron went and humbled himself before Ar-Pharazôn he did not know he was going to be taken to Númenor. It is entirely possible that Ar-Pharazôn might have ordered him executed. Then who would have ended up with the Ring?

: I think Sauron took the Ring off and left it the Barad-dûr because he knew it would be safe there, whatever happened to him.

The ring was just safe on Sauron's hand, and nowhere else.
Even in his tower his ring could have been theft or taken from him by force. And then if the new owner of the ring was powerful, Sauron would have been in an awkward position.

: And as long as the Ring was safe his spirit was indestructable. He certainly would not have risked the Ring falling into the hands of the King of Númenor.

He simply concealed it. He was a cunning sorcerer(and politician?).

Mordan