This change is not coming from a source that supports changelogs. is there anyway to fix this?
You need to upload your package to a repository. Locally installed packages don't offer this structure. If you want to check the changelog of a locally created package, you need to check the /usr/share/doc/<package>/changelog.Debian.gz files. That's where it get stored locally.
According to the Policy:
Packages that are not Debian-native must contain a compressed copy of the
debian/changelogfile from the Debian source tree in/usr/share/doc/packagewith the namechangelog.Debian.gz.
So, if your package doesn't have it, then there's something wrong with the way you created your package, since dpkg-buildpackage follow this.