It's some highly hated and illogical implementation the dev team put in. You won't be able to make that character a main unless the dev team magically changes their mind. Anytime you choose a main, all your other characters are alts and CANNOT become main characters even if you delete your current main. The theory is this prevents you from transferring stuff across characters via the market.
Though common sense says that even if you do such a thing, killing a character prevents you from every transferring anything back to him. So it's not like you can just willy nilly transfer all your good stuff to whichever character you decide needs it at a certain point. They just believe that any time you spend on an alt shouldn't be rewarded in any marketable form. Common sense implies that the effort spent on an alt is equivalent to the effort spent on a main, but screw common sense. The only real problem is now that they've made STF alts available, you could theoretically transfer everything to a holder, make an ideal STF character for the situation at hand, delete your main, set your STF to your main, and get all your stuff from your holder. And while this is a valid arguement against being able to turn alts into mains, it could be fixed, and they still didn't allow conversion of alts to mains before the STF alts became available.