You can have up to 8 characters per server with the Standard-subscription (you'd still need to do the mainquest again though, I suppose...).

You can also use a Fantasia to change the race and apperance of your character if you ever want to try out a different race - which is probably the main reason they wont consider something like this: It would most likely hurt their fantasia sales.
I'm also unsure how this would - or if it all could - work on a technical level, with having your whole character model swept out every time you changed your job.

On a personal note: Absolutly not intrested in a feature like that and I wouldnt make use of it (but I also dont race-change every other week and have been very happy with my FemRoe for the past... 5 or 6 years by now). Now I know, other people might be intrested in something like that, thats fair and everything - but it also feels fair to say if one isnt intrested in this feature.