Is anyone actually questioning why people would change or customize things in The Sims of all games? A game built around customization?
Clearly people are interested in changing the studio and sets, as evidenced by the fact it was brought up by multiple people in the live stream and again by OP in this thread. I can think of a million things someone might want to do to alter the film studio to match their story, the way people build or alter any other venue in the game...
Anyway, @phantom121294, we're all guessing at answers. I assume that the entire lot will reset when you leave, so although you could probably build an entire studio lot from scratch you would likely have to bulldoze and re-place it each time you visit and risk not laying down the appropriate marks for your day. I can't think of a reason why you couldn't change the scenery on the 'stage' before you perform the acting job, but that's probably it. Of course, it may be that you can't even change the background props, but I can't think of a good reason why not.
