I’m happy to hear the video helped you understand how the switch works!
If you don’t switch the tama when making the move from S to Z you will have a bump in your braid where you made the switch. This is because you will be moving the set of tama in each grouping that should be resting, and in the first round of moves you are handling the same tama from the previous round. Your tension will also slightly change, which isn’t that big of a deal with some materials but can be very noticeable when using either very fine or very bulky fibers.
It is strictly a matter of personal preference whether you start with Z or S twist when doing exchanges. You normally see reference of Z to S because Z twist is so well known but on a marudai it can give you better tension to start with S if that’s not the one you normally do.