Let us remember that the wizard of Oz is "wonderful" for lots of reasons, and one of them is the way that he has managed to convince his followers that he is actually a very powerful wizard. Note what the Munchkin man tells Dorothy and her companions about this wizard in Chapter 10 when they ask to see the wizard:
He is powerful and terrible and if you come on an idle or foolish errand to bother the wise reflections of the Great Wizard, he might be angry and destroy you all in an instant.
Part of his power is his ability to transform himself, seemingly endlessly, as people come before him. Of course, what we realise as we finish the rest of the book is that the wizard is actually no wizard at all, and his power and supposed shape changing abilities are all built on elaborate tricks and ruses that deceive the people he commands just as they deceive Dorothy and his companions. The different transformations are therefore designed to perpetuate the myth of the wizard's power and might.