Cause it needs to load your character.
Thats what the Orbit is, its basically a Menu system. Flying to your destination is your loading screen. (All really cool in my opinion)
The Tower serves many purposes but I think being able to switch between Guardians at will is asking a little to much.
How would it even work!? You hit Start, switch. And when you come out of your Start Screen your just, poof, changed? What about if another Guardian is watching while he's/she's "changing", what are the (seeing) watching happen? Can the game even support such functionality?
Idk, but I think this post is quite trivial, considering it takes (at least) less than two minutes to do. (Put your weapons in the Vault) Leave the Tower (or wherever you are), switch Guardians, and go back. (Retrieve weapons)