My ATM does not allow me to change the PIN

There might be a third party that needs to be involved: ATM operators. It might have to do with how banks implement software that works with MC’s and VISA’s services. In Germany for example, ATMs often allow to change the PIN for both MC and VISA, but only for cards issued by the bank that operates the ATMs. Maybe it is just cheaper for banks not to offer all services MC and VISA offer?