Hi Francesco,
I'm Ankush from Microsoft and I'll be happy to assist you with your query.
Please let me know about the status of the effected users as visible from the azure portal.
Does the filter named as 'on prem sync enabled' is set to 'yes' or no'
Are the users themselves trying to change their password at the time of login? (if yes then check whether Self-service password reset feature is enabled or not).
Could you please provide the screenshot of the error for reference?
Looking forward for your response.
Regards,
Ankush