"Without Change" indicates that a new Subsistent Being (Ousia for some OO, Hypostasis for some OO and all EO) was not created upon the Incarnation; that is, the Logos became incarnate and was the incarnate Logos, rather than some hybrid thing or some mere individuated persona.
Now, the phrase "God became man" contains "became". To have become, something must be something now which it was not before; for God, this was human. So in that sense, The Logos is something now, or has something now, which he did not have or was not in the same way before.
The simple definition of change used by the Oxford dictionary is, "make or become different".
Now, you could say, "He changed without change somehow." But this is sort of a meaningless statement, not because it is impossible for God (it isn't) but because that statement communicates nothing whatsoever. You could also say, "he changed in one way, but did not change in another way." That would be something, then, to talk about.