The purpose of having it this way is so that you can scroll to another Program Change Number without sending every number in between. Software like BFD2, will be overrun with loading commands otherwise. Yes, you must change the number (even if you want the same program) to send the number. Also in BFD2, you can build a 32 piece kit and have multiple bass drums, snare drums, toms, etc., loaded and available instantly from a simple note map change in Set Up page with no load time involved for onstage work.
Hope this helps,