The users can't change their password when using non-internal authentication backends. There is no button present when they go to their profile.
When Moodle moved from a single (global) authentication configuration scheme (1.5.x and below) to a multiple (per-backend) autentication configuration scheme, someone forgot to change a couple of references to the old configuration scheme in .../user/view.php. This prevents the 'change password' button from being displayed.
The attached patches fix that for 1.6.3+, 1.7+ and HEAD.