The change-master-password command actually modifies several files:
config/domain-passwords
config/keystore.jks
config/cacerts.jks
config/master-password
If any of these files has a password that is different from the one in
master-password, then I expect this message would be generated.
If you want to file a bug against change-master-password that it should
output clearer information about what is wrong, please do so (once it is
determined what is actually wrong ;-)).
Thanks.
Tom