'Change' is a more simple, general word. It can be used for both tasks. Replace is a more technical term, so it's usually used for the more technical task - not so much for the common domestic chore.

"Change the air filter" is also natural in North American English. "Replace" has a semantic implication of discarding a worn or broken item and substituting a fully functional item.

The different verbs, "replace" and "change," are used because they describe distinct actions. Replacing an air filter involves substituting a used filter with a new one, while changing a baby's diaper involves removing a soiled diaper and putting on a clean one. The core difference lies in the nature of the item being handled and the action performed.