It appears that Microsoft has transitioned many of its services and email addresses from the msn.com domain to the outlook.com domain. If you are trying to change your email address from an msn.com address to another msn.com address, you may encounter issues because Microsoft has stated that if you remove an alias that is an email address from a Microsoft domain (like @hotmail.com, @live.com, @outlook.com, or @msn.com), it is permanently deleted and cannot be associated with any Microsoft account again.
To change your email address, you may want to consider using an outlook.com address instead, as that is the current standard for Microsoft's email services. If you need further assistance, you can refer to the official Microsoft support documentation for more details on managing email aliases and accounts.