For MRP runs it works slightly different than normally as this is due to reasons such as performance. In MRP no change documents are written for these reasons. This is also the same for transaction ME84/report RM06EFLB.
In FAQ note 487950 question 10, it shows the reports that can be used to display existing changed documents.
It is possible to use output with version management to show items that have been changed. Then, it is possible to see what items have been changed that are marked with an "*".
You can read more in note 2075110.
Related notes / content:
487950 FAQ: Purchasing
2075110 No change log for the deletion of requisitions created through MRP