This has the same roots as to why Community Wiki posts do not have retag links - you never have simultaneous retag and edit permissions on a single question. You only have the retag link when you lack the sufficient permissions to do a full edit - so only for other people's posts when you have 500-1999 reputation. On your own posts, it'll always be edit since you'll always have that permission. And, once you hit 2000 reputation, you'll only ever see
edit links and not another
Currently, you can see both retag and edit on questions as part of a new mechanic on Stack Overflow exclusively that lets you submit potential edits when having less than 2000 reputation. There are two separate links because when you have between 500-1999, you can use the "retag" link to perform a retag without needing to go through the validation process. While it does load a smaller form, that's not the technical reason behind its presence.
Once you hit 2000 reputation, then as mentioned earlier you'll only have an edit link. This doesn't really change much for your own questions because you also don't need validation of your edits to your own posts.