This has been requested before and shot down, I believe. I can't seem to find it in search though.

SE can't do this because of a technical limitation. There is a lot (Yoshida claims it's the most of any MMO) of data being saved to the server, per character, every 15 seconds. Summoning a single retainer is similar to summoning another set of player data (appearance, gear, inventory) and has to recall data upon summoning, save the data every 15 seconds it's there, and then save the data again when you dismiss it. If you think about that carefully, it adds up to an excessive amount of data being transferred around all at once. I'm sure SE would prefer reducing possible server crashes over how cumbersome, or bored, you feel the retainer menu is.