[_archon_]

Because that's not how flying works. When you apply rudder, you create a moment in the yaw axis, but that doesn't change the vector of the aircraft's speed/momentum. So your plane is still moving along its original vector, it's just not pointed straight at the direction it's moving anymore. This creates aerodynamic inefficiencies (which often self-correct) until eventually the plane's motion vector can be re-aligned to the direction it's pointing (completing a turn). Unfortunately, this is super inefficient. You're basically burning extra fuel to compensate for the aerodynamic inefficiencies you created by using the rudder only.

Plus, there may be some juddering/felt turbulation by the passengers, depending on how severe your induced yaw is. The passenger would also feel the plane pushing them to the side, rather than back and down into the seat as in a conventional turn.

Changing direction more conventionally is way more efficient, loads control surfaces less, is more consistent for passengers, and is pretty much better in every way.