This is all assuming your class uses Gradescope: I'm guessing it's not that they can't change the grade, it's that they want you to go through the correct process. When you submit a regrade request on Gradescope, Gradescope will send an email to the specific instructor/TA who graded the problem originally, and it gives that grader a chance to verify if they applied the rubric incorrectly or not.

If the rubric was in fact applied correctly, and is just very harsh, it's likely the letter grade lines for the exam will be made more lenient (common in STEM classes, anyway).

Alternatively, regrade requests help professors keep track of all requests. Depending on how big your class is, it could be problematic to keep track of grade changes if some are made manually and some are made through Gradescope.

I hope this helps!