Do you want to read the example and potentially run some or all of it? I think that's a pretty common workflow for the examples. Examples may have helper files necessary to run them. Changing directory to the example's directory makes those helper files available to MATLAB.
We could stop changing directory, but then we'd have to tell you how and where you need to find those helper files when you tried to run a selection of the example. That could be very confusing and difficult (if you select a piece of the example in the Editor, copy it, and paste it into the Command Window, how would we necessarily know that the copied code originally came from an example and from which example it came?)
