You can change the issue type by moving the issue to the same project but selecting a new issue type. This can be achieved by opening the issue and then selectin More Actions > Move: https://confluence.atlassian.com/display/JIRA/Moving+an+Issue
An alternative for multiple issues you can use bulk move: https://confluence.atlassian.com/display/JIRA/Modifying+Multiple+%28Bulk%29+Issues
Check if you are an administrator. If you have Edit permission in permission scheme.
And the most important check if you have move permission
Permission to move issues from one project to another, or from one workflow to another workflow within the same project. Note that a user can only move issues to a project for which they have Create Issue permission.
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