It's not that switching food is inherently bad for them, it's just that their bodies are so small that any change made suddenly can possibly be a big tummy upset. So, when switching food, it should be done gradually by adding more and more of the food you are switching to, in order to slowly get their systems accustomed to the new food. Also, ferrets can be rather picky in what they eat, so if they are used to one brand, they may refuse to eat any other if switched suddenly. I've heard of several people who mix 2-3 foods together so their ferrets never become dependent on just one brand, in case that brand ever gets discontinued and they need to switch to another.