Hi Richard,
Do you have any custom GPOs or Intune/MDM that could be blocking it? Please check these settings if they are set :
ADMX Info:
GP Friendly name: Remove Change Password
GP name: DisableChangePassword
GP path: System/Ctrl+Alt+Del Options
GP ADMX file name: CtrlAltDel.admx
enable-password-reset-from-the-login-screen
Also check the article from Peter and he has listed all the info on the Password reset for AAD joined.
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