A little extra context for people.

SE cares about their story, even if not every player does, and want to be able to keep it consistent while things are unfolding, as they are now. If people were able to change Company, it would make the work for the writers incredibly more complicated and convoluted. The less variables between players, the better it is for their planning of story progression.

And it is also anticipated that, once the Grand Company-related stories are finished (over a year away, maybe longer), SE will open up the option to change company and thus allow people to experience the alternative perspectives, on the basis that the progression consistency is no longer a priority.