In trying to change source in power bi desktop for a report, I have noticed some inconsistencies.
What I am finding is that the 'edit source' button is greyed out in Data Source Settings and can't be selected when I try to change source. But, if I simply right click on the source in the source list, I can see 'edit source' as an option, and this works fine.
Also the list of sources will sometimes momentarily show the available change source button, but will then revert to greyed out, even through absolutely nothing has changed.
... So the change source button doesn't seem to work as intended.