When you are in orbit you are going around the earth, in outer space (where there is basically no air or friction), fast enough that you move sideways as fast as you fall downwards. To go that fast takes a lot of energy (generally the entire amount of energy in the rocket). Since rocketry requires that you take all the fuel for everything you’ll be doing, that would mean we’d need something like (this is fairly inaccurate but run with it) the amount of fuel in 2 rockets, which would need even more fuel to get that much fuel into space. It is a problem that gets worse as it grows.
Then, if we did stop ourselves in space, we would still be falling from space to earth, which is fairly dangerous and hard anyways. It is far easier and efficient to take advantage of the atmosphere and it’s friction to slow us down. We essentially get to get rid of all that extra speed and energy we have for almost free!
The reason reentry is so hard is because the craft goes from spaceflight (no friction) to air flight (friction), which means it must be piloted in a way that accounts for both. If you hit the atmosphere too deeply, you just burn up. Too shallowly, and you will skip off like a skipping stone on a pond.
In addition, because of the forces and temperatures involved, there is little room for error and virtually no chance to do anything if something goes wrong.
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