Why bother redirecting the user to a third party site when you can just inject some password-logging JS into the _legitimate_ change password form?
It is undefined behaviour. The spec is under-defined. That's my issue, there has been no security pass of this at all. It is left up to each individual password manager to make this secure (or not).
If your password manager autofills your credentials for `example.com` when you visit `evil.example.com` then the owner of `evil.example.com` already has an easy way to steal your credentials regardless of whether or not this spec is implemented.
So if I save example.com in my password manager, it will access example.com/.well-known/change-password no matter which urls I later visit that might be on subdomains of that original page.
If I already configured evil.example.com in my password manager, it's game over anyway before anything relevant to this spec even happens.