Because that's not how flying works. When you apply rudder, you create a moment in the yaw axis, but that doesn't change the vector of the aircraft's speed/momentum. So your plane is still moving along its original vector, it's just not pointed straight at the direction it's moving anymore. This creates aerodynamic inefficiencies (which often self-correct) until eventually the plane's motion vector can be re-aligned to the direction it's pointing (completing a turn). Unfortunately, this is super inefficient. You're basically burning extra fuel to compensate for the aerodynamic inefficiencies you created by using the rudder only.

Plus, there may be some juddering/felt turbulation by the passengers, depending on how severe your induced yaw is. The passenger would also feel the plane pushing them to the side, rather than back and down into the seat as in a conventional turn.

Changing direction more conventionally is way more efficient, loads control surfaces less, is more consistent for passengers, and is pretty much better in every way.

Normally the ratio of rudder to tilt for a turn is fixed for a given aircraft. The main reason is that people are ok with experiencing downward forces, but not so much with sideways forces. As a pilot, if you want to keep the forces downward, you need to use both rudder and tilt in a particular combination. In order to make a turn you also really need a tilt - if you use only the rudder you are in a "slip", you don't really change your direction of movement but the direction of movement and the front of the plane are not aligned (actually it's more complicated and the rudder will initiate a tilt as well but I won't go there).

From what I understand, the problem with this particular kind of design is not so much about the direction of the forces but about the variation in forces though. If you're sitting in the end of a wing, as the aircraft goes into or out of a tilt you will experience quite some variation in the magnitude of the downward force, which is uncomfortable.