Why is it, that you are not suppose to change your team?

Because it goes against the fundamental rules of the universe to which I would add you should have to support one of the three nearest League sides to you geographically with the possible exception of supporting your dad's team if rule 1 applied to his support of them.
No exceptions are allowed and anyone disobeying them should be tattooed on the forehead with the words "glory hunter and publicly humiliated and have rotting vegetables thrown at them.