It's legal in the UK for a tenant to change the locks, and there's also no law requiring them to provide the landlord a copy of the key. You do have to allow the landlord in for certain reasons (like maintenance) with advance notice, but you can do that by just being home and letting them in yourself. However, the letting contract might prohibit it, and I think commonly does. It's not a right of the tenant to be able to change the locks, so the contract can restrict it, but it's allowed by default if the contract doesn't say anything.
Details: https://www.urban.co.uk/landlord-university/questions-and-an...