But assuming it's the first time you've come across this...
Players do it because they want to waste more time, give themselves more room to focus and stop the momentum of their opponents... whereas those who DON'T want it changed is denying this. So this is the 'mind-games' that's going on
Yes, Lynn from US was the umpire from that game. They were doing it to stall time.
Usually it's the receiver who asks for a shuttle change while the server says no. And in this case, umpires will generally lean to no unless it is obvious the shuttle is damaged/broken. It is a strategy I've seen used a lot. And then when the receiver wins the point and becomes the server, the other side will then ask for a shuttle change, and that receiver(now the server) will say no.