When you drop into the custom keyboard scene, you must become intimately associated with soldering. Building a keyboard with your preferred switches requires at least a bit of welding to get the switches attached to the PCB. That might not be the case forever, though. An increasing number of keyboards have moved to Kailh hot swap sockets, which let you change out switches in just a second with no soldering required.
Soldering switches onto a PCB simply ensures the pins remain in contact with the sockets on the board. There have been various attempts over the years to make keyboards hot-swappable, but they haven't worked very well. For example, some people attach small metal tubes called "holtites" to PCB contacts that act as sleeves for switch pins. You just cram a switch in there so it mates with the board and can be removed later without desoldering. The issue with holtites and many similar solutions is that they aren't very robust, and they don't fit in all PCBs.
Hot swap sockets make custom boards much more accessible, but they come with some drawbacks. The most prominent problem is most boards with Kailh sockets are limited to plate-mount designs. Switches with the extra PCB-mount legs on the bottom can be crowded by the socket design on the underside of the board. This problem is more pronounced on boards that also have RGB LEDs on the PCB. If you do have PCB-mount switches you want to install in Kailh sockets, you can just clip the legs off.
Without solder holding them in place, switches can come loose and wobble. Using a plate design to hold the switches (most keyboards are plate-mount) can add the necessary stability. There are some promising upcoming keyboards that might be able to address these issues, though.