You can change your display name but your user handle is fixed.
I imagine being able to change your user handle could cause issues with federation. If you changed your user handle, your instance would have to notify all other instances. If one instance didn't get this information, your account before and after the change would look like two separate accounts on that instance.
And what's wrong with asking that? Plenty of email platforms let you change your primary SMTP address and/or add/remove aliases.
It's a legitimate question. And it could be that the lack of ability to change it has a perfectly logical answer. It still wouldn't invalidate the question.
I believe it's not possible because it would untie the user from all of their comments and posts that seen on "any other website connected to the Fediverse".
Only your instance can know who you are if you change your username but other instances couldn't know that.
It's really annoying that the unique identifier is the username and domain instead of an ID. My fiance switched her nationality and therefore her legal name, but there is no way to change it in PeerTube where I made an account for her. OK theoretically we can create a new account and change the ownership of each of her videos but there are hundreds of them.
One thing I like about bluesky is that your identity doesn't have to be tied to an instance domain - you'd still have issues if you want to change is later, but if you plan ahead and use your domain you can just move it between instances.