Visas and statuses are different things. Visa is essentially an approval of an application for a status. You get it from a US consulate. There are no US consulates on the US soil.

Your status is granted (or denied) by a border agent, based on your visa, when you cross into the country. Changing one can be done on the US soil and the process does not require a visa. But if you want a visa stamp for a new status then you have to visit a US consulate and that requires leaving the US.