What is a change address?
Sorry, I don't have much BTC due to the fact that I spend more on miners than I produce (yes I am addicted) so I don't freak out like all of you in case it is stolen.
Bitcoins do not exist, at all. (mind blown, right?)
Instead, they exist as outputs from previous transactions, just a mark on a ledger. If I make a cold wallet and I send 5 BTC, I will have a cold wallet with one output worth 5 bitcoin.
Now, if I want to donate 1 bitcoin from cold storage I must destroy the entire 5 BTC output by using it as an input for a new transaction. Therefore, a transaction would need to have two outputs (or the change, every last bit of it, is recycled and given to the miners! The sum of the outputs of a transaction, minus the sum of the inputs is equal to the transaction fee paid. Don't play with paper wallets and rawtx!) One could probably divert the change right back to the same BTC address, but the coins are not the same, the original 5.0BTC is gone forever. Reusing addresses isn't really a good idea, so by default most wallets make a new bitcoin address for change and send it there. If you had a watchlist of addresses for a total, it would look as if some coins outright disappeared, when you really aren't just looking in the right "pocket" for your money.
Thanks brother