First to hear that, but I know there is "change address" designed in bitcoin, maybe due to it??
Lets say you buy 1btc and want to send 0.5btc to a friend, that 1btc you have is kind of like having a 1btc note and since you only want to give your friend half and you cant really just give him half the note by cutting down the middle, then your only option left is to give him the whole note and he gives you the change back.
Bitcoin work a little more complex than that of course but that is a basic answer to why change addressee are needed .
I suggest you read the bitcoin white paper and also check out bitcoin wiki for a little more info on what bitcoin is and how it is different from money as you know it.