What is this 会 doing in 当初为什么会转行呢？
会 here simply means "would" 

"当初为什转行呢？" =  "Why did you change job back then?"

"当初为什么会转行呢？" = "Why would you change job back then?"

more example:

"你為何同意？" = "Why do you agree?"

"你為何會同意？" = "Why would you agree?"

Yes, you can omit it, However "would" in the sentence does emphasize an inquisitive tone. Imply "you should not had."