Disclaimer: I'm a programmer myself, but I've hardly made mods for anything.

Looking at how the character/run save data is saved, it's actually really easy to have multiple characters even without modding. In the saves folder, just copy the character .autosave file, create and put it in it's own folder, name the folder whatever you wanna name that character/run, and boom done. Start the game, make a new character, do the same thing, give it a different name. Then you can freely switch between the two by swapping the files from that folder with the one in the game's save folder. Progress and unlocks you make with either character is accumulated and saved to that profile all the same.

Like this is just basic moving files around, folder management and whatnot. I could easily code up an external tool to do this through a user interface in under a day or two. I'm wondering why no one has done this as a mod to have that interface in-game.

Even having support for the other two save profile slots is pretty easy. You'd probably want a parent folder for each profile's characters. The only difference with them is each .autosave has a 1_ prefix for the second slot, and a 2_ for the third. So just check that and use the appropriate parent folder accordingly.

Maybe the modding tools available don't support much UI functionality, or file manipulation? Idk. I'm just really curious. It'd be especially useful for endless runs.