That doesn't make a lot of sense...
I'll give an easy to follow example.
1. I make three characters. Bob, Jim, and Larry.
2. I set Jim as my main. This then flags Bob and Larry as Alts.
3. I decide I don't want Jim to be my main anymore so I delete him.
4. I cannot select Bob or Larry now because they have both been flagged as alts.
5. I make a new character, Timmy.
6. Out of all my characters the only one able to become my new main is Timmy because he was not flagged as an alt.
The reason for this system is so people don't try and abuse the system to swap gold and items between their main character and alts.
Remember kids, when it comes to "Main Characters!" knowing is half the battle!