Why are the legs needed in a penguin diagram?

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In the penguin diagrams you have a loop that allows the quark to change into another quark of the same charge such as b->s or s->d. I understand why the loop with the quark and W are needed to get you from b->s or s->d but why (in the example of the attached picture) do you need the gluon vertex to make the additional particle/anti-particle pair? Why can't the diagram just be a "b" coming in, an intermediate loop with a W and a u,c,t quark, and then an "s" going out? Why does there need to be an additional vertex in the loop where a gluon, photon or Z branches off?
 

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If you only had b->s, or s->d, where would the extra energy go?
For momentum and energy conservation you need another particle to be involved.
 
rephrasing JustinLevy's response in more brute-force terms: if you go ahead and write down that loop integral without the additional photon or gluon, it vanishes - go ahead and try it.