Meaning of the verb to change when it is used in a properly intransitive way and not simply omitting the reflexive pronoun
Solution 1:
As a quick aside: "to change", with or without a person as an object, can mean "to take off clothing and put on new clothes". You can change a baby (remove and replace its nappy). When you come home from work, you might change (take off your work clothes and put on casual clothes). But in this case that's not what's being referred to.
"To change", with no object, means "to become different". Maybe you used to have a short temper, but now you are very patient. You changed. The weather last week was warm; this week, it's snowing. The weather changed. In these situations, we would not say "I changed myself" or "the weather changed itself". If we supply an object to the verb, it gives an active sense to the subject: that you, or the weather, put some effort into changing. But, without an object, "I changed" merely says that you were previously one way, and now you're another. It doesn't say anything about the cause. I painted the black wall with red paint. The wall changed (from black to red). The wall didn't change itself, but nonetheless it changed.
It's worth looking into labile verbs, which are related to ergative/absolutive alignment.
Consider: I burned the cakes. The cakes burned. But the cakes did not burn themselves.
Wiktionary gives the intransitive sense as the first meaning of the verb "change", although it refers to "becoming something different", rather than just "taking on a new state"
You could even say "if you want to change [ie, be different], then you must change yourself [ie you must put in the effort to make this change happen]".