It's hard for the change not to feel like a betrayal, when the band has built up a fanbase due to the style with which they wrote and performed in the past and then drops it without warning. Of course, bands are made up of real people, who happen to be artists and need to be able to express themselves in a form most suited to the current state of their lives. Sometimes bands just mature or develop new interests. I think the best solution is a compromise, in which a band still has their trademark sound at its core, but tries some new things in some of its songs to stretch out of the old boundaries ( for an example, see Belle & Sebastian's The Life Pursuit).

IF you put out the same sounding CD most bands will get bored so they change. Some bands are static like AC/DC