Greetings!
Welcome to Microsoft Q&A forum.
Here are the various scenarios to understand the permissions and roles involved
• with default SQL Admin (set on the portal) --> you can change the password of additional admin user
•with default SQL Admin (set on the portal) --> you can change the password of with default SQL Admin (set on the portal) user
•with default SQL Admin (set on the portal) --> you cannot change the password of your Entra Admin (set on the portal) because SQL admin is local to SQL server
•You can reset the default SQL Admin (set on the portal) password via portal / PowerShell
•With additional admin user --> you cannot reset the default SQL Admin (set on the portal) password --> this is your scenario
•with Entra Admin (set on the portal) --> you cannot change the password of SQL Admin (set on the portal) user
• with Entra Admin (set on the portal) --> you can change the password of additional admin user
Thank you!