It is not a change. Previously it was a change. This is the right thing now. As-salamu alaykum is both for when you enter and when you exit. So, Khuda Hafiz is an Urdu way of wishing someone well. The Arabic version of Khuda Hafiz is Fi Amanillah In the protection of Allah.
So, some people say in the protection of Allah when they leave. It’s not forbidden, but the normal way is As-salamu alaykum even when you come or you go out, one and the same thing, both.
