The mined block header have a merkle root, which is a hash of all transactions in it. You can't simply change it, because the hash will change too. Until block is mined, it is easy to add transactions, because we can just change merkle root and continue hashing.
Hmm, I'm not convinced about this. The block hash is a search with a chance of 1 / (difficulty * 4294967296) success per operation. So if you throw away the block and start again you're just wasting effort. Or is this the fallacy of sunk cost?. Genuinely interested. My logic has been challenged once already since I escaped noobie land, so I'm open to education