Because that means you must always keep the redeem script around to make the change addresses, and if it's a multisignature script, then you'll need to have the script with those public keys around, ready to go too.
2 Answers
When you pay from a P2SH address, does its change go into a P2SH address too?
No. Not necessarily. You can include p2pkh/p2sh/p2wpkh/p2wsh outputs.
Because that means you must always keep the redeem script around to make the change addresses
If you consume
P2(W?)SH UTXOs
to produce newP2(W?)SH
outputs, you generally keep the redeem script or communicate them well in advance with the recipient (if not yourself).If you consume
P2(W?)SH UTXOs
to produce newP2(W?)PKH
outputs, you do not need to communicate the redeem script as the recipient can work it out themselves.
No, the change output can go to any kind of address.
There is no link between the input and output address types. Some wallets, however, do make the change address a P2SH one if you are sending from a native segwit address to a regular P2SH or P2PKH address to help obfuscate which output is the change a bit more.