Those other games were designed with that in mind. Rohan wasn't and adding it after the fact is not be feasible.
Being able to hop back to the server selection screen without having to relog would be nice, but the architecture of both the client and server will not allow it. PWi (USA) does not have have the technical ability or corporate mandate to do that.
And the developers in PW Korea won't change something that large in scope without a good business case. Simply adding content and new features to the game attracts new players and generates money. Allowing you to go back to the server screen does not. Just like glitching dhan sealing squares and templar double-dip damage. If they could fix it, they would have.