Lots of people have explained that it would take a lot of fuel to slow down from orbital speed enough to re-enter without a heart shield, but it’s worth pointing out that Falcon 9 boosters do almost do that: they get their payload close to orbital speed, and after separation, before re-entering the atmosphere, they do a burn to slow back down to a speed at which they can re-enter without burning up.
Imagine if every time you stepped on your car’s brakes it fired a forward-facing rocket engine to slow you down. That would take a ton of energy, which means a ton of fuel, when means your car is heavier and needs more fuel to push all that fuel around.
Or you could just close a clamp on the wheel which uses the friction of the ground to slow down. The ground is right there, it’s a nice stationary mass to push against, and for the cost of some heat on the brake disc you can slow down for cheap.
A lot of people are explaining about the rocket equation and such, and they are correct. I just wanted to add that we do regularly do exactly that, just only with the reusable 1st-stages of the Falcon rockets. After separating from the rest of the rocket, they are very light (having burnt most of their fuel), and are not quite fast enough to be in orbit. That’s why it is still possible for them to not only slow down, but even reverse and land almost exactly where they took off!
Because it would take a lot of propellant to slow down that much. All of it has to be flown up with the spacecraft, which means a larger and more expensive rocket, which then needs even more propellant, which adds a lot of mass, which means it needs even more thrust, which means yet more propellant to get into orbit.
Look up something called the Rocket Equation. Every extra Kg of payload sent up requires the engines to run longer. Eventually, you run into a point where the fuel itself weighs too much for the engines to lift.
It is far, far more efficient in every way to use atmospheric drag, a technique known as aerobraking, to slow a spacecraft down.
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