The link refers to a comic strip with a public speaker saying each line in turn.
In the first line, "change" is a noun, and it means something new, presumably in a political sense.
Who wants change?
Who wants politics to be different than their current state?
In the second line, "to change" is an infinitive verb, and it means to become different, or more specifically here, for a person to alter his or her own pattern of behavior.
Who wants to change?
Who wants to alter their own way of living??
In short, we all want things to be different, but nobody wants to adapt to make that happen.