we do not switch measure. original correct derivation did not use it and mention about probability measure. B&S showed that no arbitrage pricing should use sde which corresponds to ( r , [$]\sigma^2[$] ) heuristic random process which could not be associated with any sock. Switching measure is mathematical trick which attempts to hide embarrassment of such curious phenomena.
"We do not switch probability measure." Yes, we do. We do it all the time.
"original correct derivation did not use it and mention about probability measure." That's true if you mean the original Black-Scholes approach. They solved a PDE. But that's not what the OP asked about.
"B&S showed that no arbitrage pricing should use sde which corresponds to ( r , [$]\sigma^2[$] ) heuristic random process which could not be associated with any sock." Yes, B&S used a geometric Brownian motion; I'm not sure why you state it cannot be associated with any stock. Or did you mean "sock?" Anyways their formula is used on stocks all the time.
"Switching measure is mathematical trick which attempts to hide embarrassment of such curious phenomena." Switching measure is not a "trick." It's a powerful, subtle and profound aspect of mathematical finance. As for "hiding embarrassment of such curious phenomena," I'm not sure what to say, other than you seem to be interjecting totally irrelevant nonsense.
The OP asked why his text was switching measure. I explained it. Everything I wrote was true and correct. If you'd like further elaboration, I suggest you ask politely.