TOPIC: Project Management Plan Updates

My question is why project management plan updates go directly to Develop Project Management Plan instead of being represented by a change request. I thought everything in the project management plan (baselines and plans) needed to be changed via change control.

I believe it is because the PM Plan itself is a collection of plans, where the specific changes would trigger the change request. Putting in a request to change the PM plan, would leave you asking , 'Which part?'. The specific contents of the PM plan contain processes, if needed, to initiate a change request. The PM Plan Updates have to go back to Develop PM plan, because it will fall under the specific area of the change, which would then go to ICC under the correct area of what is being changed.
Looking at PMBOK 5 in Figure 4-11, page 95, you see this circular process outlined.