Changing once or twice isn't so bad but when people are constantly changing main characters to best this lineup that they cant beat with their normal teams is frustrating. Like I said before I've never once changed main character. I'll use what ninja come my way. It's also especially annoying for fights in Space Time fights as I am sure people have probably seen in the season 1 competition.
Putting an option to test different mains in arena would be a nice idea but I still think the price for switching should be much harsher.