That's easy to say, but how many coaches/QBs have the other teams in the NFCS gone through since Payton/Brees came to the Saints? What were the Saints like in the decades before Payton? Like it or not, except for a few elite teams, this is the norm in the NFL. And if you go by history, the chances of a new coach having the same results as DA is a lot more likely, by a lot, than finding someone like Payton. Superbowl level coaches don't grow on trees.
Not that the Saints shouldn't bother looking at other options, but just changing coaches doesn't necessarily get us back to the good old days.