The reply from Salesforce Support:
This is someone from the Salesforce Support Team. I am contacting you with reference to Case XXXXXXXX. Please be informed that I have taken complete ownership of this case. As I have understood, you wanted to have an option to enforce sending email change confirmation for external users when they have their email changed.
I tried to call you at your number but I got a voicemail so I left a message instead.
At the moment there's no functionality to enforce email confirmation on External users when email address is changed.
The best work around is to use workflow or process to send email notification to external users when email is changed.
See related articles:
Please let me know if you addtional information on these. Otherwise please confirm if we can close this case for you. Have a great day!