Append the statement “We recommend exporting your vault before changing your master password to prevent data loss.” to the existing warning displayed on the “Change master password” page.
There have been cases of users changing their master password and then forgetting it immediately after. While users are ultimately responsible for remembering their new master password, reminding them to back up their vault beforehand could minimize the damage.
This is like how a similar warning is currently displayed for changing KDF settings. Even though the KDF implementation is well-tested, backing up the vault minimizes the damage in the unlikely event that the KDF implementation corrupts the account data.