Tourist L to F visa, is is necessary leaving China? Answer by PSB

Hi,
I am on a tourist L and I would like to apply for F. I went to ask to the Hefei -where I live- exit-entry administration of PSB and they say I just can extend my L but If I want to get F I would have to come back to my country, do you know something about this process? Do you think it is necessary to exit?
Best regard,

Maria