When you wish to give the possibility to selected end-users in order to have their passwords changed via OWA, here are the steps to perform this task.
This change can only be performed on the server-side (Exchange server 2013/2016/2019).
Logon to your company’s Exchange Administrative Center using this default URL. From within the EAC, select Servers / Virtual Directories. From within the list of Exchange Virtual Directories, select OWA (default website). Open its Properties, From this list, notice the Change Password flag. Remove the flag if you want to turn this feature off for all users. Save the changes and that is all.
When logging into OWA with a mailbox user, notice the Change Password option is not listed in the settings menu anymore. For how to change Password using Outlook Web Access (OWA) for Exchange 2013/2016/2019 when permitted by an administrator, see https://techdirectarchive.com/2016/04/14/668/
Note: If you only want to take this feature away from certain users, see the link here https://techdirectarchive.com/2020/01/28/allow-password-change-for-specific-users-in-exchange-2013-2016-2019/