Why not to return vertically like Falcon 9?
Falcon 9's first stage does not return from orbital velocity, since it never goes to orbit. Starship is muuuuuuuuuuuuuch faster than Falcon 9's first stage. Starship not only reenters from orbital velocity, but from interplanetary velocities as well.
The only sensible way of shedding that much energy is to aerobrake. Aerobraking is free, whereas propulsive braking needs the same amount of energy as accelerating in the first place. That means you have to carry enough fuel for braking with you, which means you need to carry extra fuel to accelerate that fuel during launch, and extra fuel to accelerate the extra fuel, and extra fuel to accelerate the extra fuel for accelerating the extra fuel, and so on. And because you need to carry fuel for braking, your spaceship will be heavier than it would be when you aerobrake, so you need to shed even more energy, which means you need even more fuel … etc.
So, as soon as we have decided to use aerobraking, it becomes immediately obvious that you want to point the side with the most wind resistance into the flight path, and that is the broad side of the ship.
Note that this is an oversimplification. What we are really doing is managing energy vs. heat.
Going full broadside first gives you the maximum deceleration, but it also generates the maximum heat, and it puts more stress on your crew and vehicle (it's basically like slamming the brakes or driving head-on into an albeit slightly fluffy wall). On the other hand, you get out of the heat faster.
Whereas if you re-enter at an angle, you allow the body generate lift, and thus stay longer in the thinner parts of the atmosphere and bleed off velocity there, where there is less air resistance and thus less heating. It also generates a gentler acceleration profile for crew, cargo, and vehicle. But, the entry takes longer, and thus, while the temperatures are lower, the vehicles is heated longer.
This is a very delicate trade-off, and we will have to wait and see what it actually looks like. At last year's Starship update presentation, Elon Musk mentioned a re-entry angle of about 60°, although I am not 100% sure whether that was for Earth or Mars.
Remember, only the first stage of Falcon 9 lands. The second stage is expended, precisely because it goes so much faster and has so much more energy to shed that there is no sensible way of making it reusable. And Starship is of course the second stage of the Starship/Superheavy system, so comparing it to the first stage of F9 doesn't really make sense. Note that Superheavy will return vertically, just like F9. Starship is more comparable to the Space Transportation System's Orbiter Vehicle (aka "Space Shuttle") or a re-entering Apollo, Dragon, or Soyuz capsule, all of which also enter blunt end first. (Or, more precisely, at an angle that is not the most aerodynamic shape but actually both bleeds off velocity and generates lift.)
Starship is more comparable to the Space Shuttle than the Falcon 9 on re-rentry. The main difference being that the Space Shuttle was designed as a glider and thus was moving forward and was controlled with "conventional" airplane control surfaces (rudder, elevons, speed brake), whereas Starship is designed like a skydiver and thus falls straight down and is controlled with its four "limbs". (The community hasn't really settled on a name yet, some call them "flaps" or "body flaps", some "fins", I have heard combinations such as "flins", my personal favorite is Tim Dodd's "Eloneron". They really work unlike any control surface you typically find on an airplane because they are perpendicular to the airflow.)
That last phase, the descent phase, is what the belly-flop is really about. Whereas the actual entry may look very much like the Space Shuttle, except maybe with a somewhat higher angle, it is the next phase, the "now that I have gotten rid of most of my velocity, how do I get from high up in the air to the ground" phase, where Starship really differs from both a gliding landing like the Space Shuttle, Dreamchaser, X-37, or Buran, as well as a propulsive landing like the Falcon 9 first stage or New Shepard. It will fall straight down like an F9, but it will be oriented body down like the Shuttle.
And one of the main differences between F9 and the Starship is going to be that the Starship does not need an entry burn, even though it enters from a much higher velocity than F9 does. Because F9 falls in a fairly aerodynamic shape, its velocity is so high that it needs to fire 3 engines during entry to slow down. (Also, the exhaust from the engine creates a layer of air "cool" air around the lower part of the rocket. Yes, that sounds insane, but it turns out the exhaust of the rocket engine is actually still cooler than the air in front of the rocket.)
To put some numbers to the differences: the Falcon 9 first stage typically reaches a peak velocity of about 8000 km/h, maybe 10000 km/h if they're hitting it really hard. (Although that would likely mean the stage is expended, and thus the difference in landing techniques does not really come into play.) Orbital velocity, however, is at least 25000 km/h, maybe higher, so the velocity of Starship will be between 2 and 4 times that of a Falcon 9 first stage. The temperature of the bow shock wave goes up with the cube of the velocity, so at 2–4 times the velocity, Starship will have to deal with 8–64(!!!) times the temperature.