Let's say you are SE: your servers have capacity limits. When they are reached, you have no choice but to "lock" the server so people already playing are not affected by the hoards of new players trying to get in. You understand that some of those new players could very well be trying to join their friends already in, but you have no choice.

Allow all players to freely move to a different server sounds nice until you realize it doesn't solve anything: people will move around until, inevitably, some servers become packed again and people are left unable to reunite with their friends. You and your 20 friends can keep trying to jump around until perhaps you are all able to get on a single server. Except you have a few thousand others doing the same thing with their friends so either way someone will always be left out.

The only solution to this is time for server populations to stabilize, but you guys all want your game now so Yoshi-P can't do nothing but chain smoke.