I figured it out a couple days ago. The problem was that my new phone had not been verified. Uninstalling and reinstalling did not help. I finally just disabled the pin, exited out of settings, went back in only to find it had been re-enabled on it's own. Tried again, same thing. I disabled the stay logged in longer option, then tried disabling pin again. Waited a couple minutes and reenabled pin. Suddenly a popup asked me to verify my device. Then the pin worked and when I checked, the pin change option was present again. I really think the developers need to make it so if your device requires verification, it will actually tell you rather than tell you that your pin is incorrect. How about just disable pin if the device isn't verified, and then when you enable pin make it give you the option to verify the device?
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