The $CHGMAN class is defined in the TSS RDT as it follows:
RESOURCE CLASS = $CHGMAN
RESOURCE CODE = X'13F'
ATTRIBUTE = MASKABLE,MAXOWN(26),MAXPERMIT(044),ACCESS,PRIVPGM
ACCESS = READ(4000),NONE(0000),UPDATE(8000),WRITE(2000),ALL(FFFF)
DEFACC = READ
Please, note the hexadecimal value of accesses READ and UPDATE, respectively 4000 and 8000.
In that case the issue is that having UPDATE access doesn't imply READ access causing CHANGEMAN to not functioning correctly.
Change access level UPDATE=8000 to UPDATE=6000 in class $CHGMAN.
Then having UPDATE access also allows READ access and CHANGEMAN works correctly.