Using $wgPluggableAuth_EnableLocalLogin=false will complete remove the MediaWiki\Auth\PasswordAuthenticationRequest from the configuration. Therefore, when a user accidentially visits Special:ChangePassword the error message

MediaWiki\Auth\PasswordAuthenticationRequest is not a valid credential type.

after being redirected to Special:ChangeCredentials/MediaWiki%5CAuth%5CPasswordAuthenticationRequest

While it is completely clear that only local accounts can change their passwords on the wiki, the error message is confusing. Removing Special:ChangePassword also doesn't seen to be a good idea, because there may be links to this page from various unknown places. But maybe Special:ChangePassword could just be overwritten with a more user friendly message like "Changing passwords is not supported for externaly authenticated users.". Maybe there could even be some link to an external "change password" page defined in $wgPluggableAuth_Config[...]['data'], that could point to the external authn provider.