The stone itself is supposed to be permanent; the band and the setting (receptacle for the stone) are less weird to change.

Interesting, that seems a bit diamond-industry-marketing-driven, I thought a band was the symbol, and that the stone was a more recent invention. Especially since the wedding band is what you get when you actually get married. Many people in my family only wear the wedding bands and leave the engagement rings off.

But these are largely just assumptions on my part.