The power transformer had to provide 6 and 12V what is a extra cost.
It's far simpler than that. The switch changes the filament wiring from series to parallel. No extra windings needed.
JohnR has a great point about end users blowing up there tubes. But then again, some manufacturers have a switch on the back changing the voltage from 120-240v. Europeans could certainly blow up their entire amps with that switch!