Limits of animation, I'd assume, although most likely fighter mode provides the most speed and changing to anything else would result in a drop in speed thus allowing the enemy to either catch up or speed away.
But I'm fairly certain they've changed modes in a dog fight, although I can't think of a specific example. I'll have to keep an eye out for this the next time I watch anything Macross.
I'd assume that it's just a normal part of any kind of combat, whether it's in space, air, or on the ground.
As the two enemy forces engage, launch projectile weapons first (shells, missiles, arrows, spears, catapult, whatever) as both sides approach each other, and then follow up via melee. The initial attack allows you to take out as much of the enemy as you can without directly engaging them, so that when you do engage them, there's less of them.