Why are there always opportunity cost when we shift from making one product to another?

Because Some resources are better suited for use in making the first product.

In order to shift to other product, we need to sacrifice a certain amount of benefit that came from producing that product.
For example, when we decided to shift from using oil energy into solar energy, we had to sacrifice the low cost , the efficiency, and the current reserves of oil product and gaining the ability to preserve the environment.