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There is no point attempting to switch teams (no matter how you do it) other than looking at extra art.
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It is where the player will meet the leader of the team who is the only Elite Member so far. To be able to enter the Elite Members room, you must have 6 scrolls. It is where advanced members will tell the player advice on how to the beat the Champions in minigames when you talk to them. To be able to enter the Advanced Members room, you must have 3 scrolls. The colors of it also corresponds the team's name. Each headquarters (and the statues in front of them) are modeled to resemble the members of the team.
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