Because it's a shared universe. A run can be completely self-contained. There's no problem with that. But it still becomes part of the continuity. It informs the rest of the publication future of that character. Going back to my Magneto metaphor--if the next writer that came along wanted to treat Magneto as a sympathetic character again with no explanation, it would make no sense, because Morrison had devolved him into--his words--"a mad old terrorist twat."
If Grant really just wants to tell his stories, he should. They're usually pretty good. Stick them in an Elseworlds, or another version of All-Star. But playing in the comic medium, he should have to follow the same rules of characterization that everyone else does.