Imagine playing arenas and not having the Venthyr teleport and your kill target escapes because you have no way of reconnecting in for example Blade's Edge Arena. And then imagine having that happen over and over and over again.
Many people like to play all parts of the game and like to be competitive in them. Nothing wrong with that. Punishing people for that is what's wrong.
If they don't make it possible for us to easily switch between Covenants Shadowlands is a dead expansion. The only choice should be which one you currently have active, but when you wanna do content in which another is clearly superior, you should be able to just take that one and that's it.