"Why was it impossible to jump into hyperspace (in the beginning of the show)
and not take the Starfuries with the ship? We've seen it done before."

No, I don't believe so. You've seen a jump GATE used, but that's different
from a jump POINT which basically closes right behind the ship like a rabbit
pulling its hole in after it. If the ships stayed behind to protect its
rear, they'd be left behind. Ships coming out of a jump point into normal
space sometimes will let their fighters zip out AS they're coming out,
alongside the main ship.

jms