No, you had to change to do the Exam at Dollet, you had to change to go to the SeeD celebration party thing, and you had to change back afterward...I'd hardly say that's not changing through the whole game.

And it's not just a picture, it's from the ending...plus, "who honestly cares" is a stupid question when someone cared enough to make a thread about it, and people care enough to keep discussing it.