If I'm changing loadouts that often I'd just buy several ships.
So that means you have to engineer all those modules all over again. If we skip the obvious difference between exploration and combat ship.
But if you have several Combat loadouts, You would share lots of modules
Thrusters
FSD
Hull
Powerdstributor
LifeSupport
Shields
etc
etc
So now you need to buy all those again, A-rated stuff quickly builds up on the credits, but that is not the main problem here. you have to engineer all those modules multiple time for each of your ships.
Instead of the suggestion
Load preset loadout:
Combat outfit 1
Combat outfit 2
Exploration
Cargo hauling
Pirate outfit
This also makes it easier to actually move weapons/modules between ships. Instead of having to engineer lots of modules/weapons to have the multiple copies of the same weapon on several ships. Ofcourse, if you have the time and materials, you would of course make more copies of your more popular modules/weapons to have on several ships.
So having multiple ships is not the problem, outfitting and engineering of those modules is the problem. As you need to spend ALOT of time gathering material for all those rolls...