For one thing Odo can’t shapeshift for a significant chunk of season 4
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My bet on the real reason was it's boring and solves too many problems. It also likely cost more than just having the actors do something instead.
There's probably lore reasons you can use, like the one mentioned here about trying to differentiate himself from his ancestors, but I'd bet the real reason is just for better storytelling opportunities.
In universe....I don't think he does. "We" just don't see it. A LOT of episodes have a line where some characters are TALKING about Odo shapeshifting "Oh he caught the Nassican Smugglers by turning into a three headed Karmdozian razor hawk".
Out of Universe...sure the cost was a factor. Plus a lot of it looked bad...the horrible 90 computer animation.
*Though the BIG problem is: Odo is a Demigod. Just like Data. So the Writers have to forget about him. Odo is immune to physical weapons, so they need to forget that. Odo can't be knocked out with the 'magic TV off button'....but he, of course is..wink wink. Odo can escape and spy easy. And win every fight. And Remember Odo can shape change PERFECTLY into anything except a humanoid.....
Real-world: both? Cool thing to add to the show early on, they he is known as "the shape shifter", so no need to spend the money on the effects. I didn't notice it being less frequent, so it worked on me.
I always thought it was his attempt to be more human.
Maybe not from personal desire as much as not wanting to be identified with the Dominion? Sticking to his default shape like the solids?
I felt as though something was lost when Odo rarely shifted. It became an almost implausible possibility despite being an essential component of his identity.
I think narratively it's just a much more enjoyable to not have Odo shift shape onscreen, especially as it gives him the ability to overpower a lot of people. In the early episodes this needed to be shown so we could understand Odo's character, but by the fourth season (both when he was a solid and not) we knew enough about the Changelings that we didn't need to show this as frequently and had to figure out more creative ways to to get around Odo.