Are you a PAYG customer, by any chance? The ability to change your address was missing from PAYG accounts for some while, but it has recently re-appeared. Or, more precisely, it has re-appeared for some of the accounts I look after - at the last count it was 3 out of 5, but I haven't checked it out for a little while.
I assume that this facility is being added back into accounts in batches, so you'll probably find that it will show up on your account in a while. If it doesn't, and the matter is becoming urgent, you could go into a Vodafone store with evidence of the change.
Alternatively, Live Help might be able to change the record for you: go to the Contact page, then work through Personal, PAYG, 'Looking for something else?' and 'Can't find what you're looking for?', and you should see the Live Help link.
Customer Services may also be able to help; you can contact them by calling 191 from a Vodafone phone (one-off charge of 25p for PAYG customers to speak to an advisor), or 03333 048069 / 03333 040191 from any phone (‘national rate’ calls which count towards inclusive minutes on any network).
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