If you are logged into the web site with your KrisFlyer account when making or editing bookings, the ability to switch mileage accrual to some of the other programs is restricted. This is part of a broader site-wide security mandate (which is why you see 2FA for some actions as well).

However, the change of accrual to MileagePlus (or any other eligible program) can be done at check-in with no issues.