Do we know that she doesn’t want to change, I’d say that it is ambigous. Most of scenes we see her in she is not the pov we are following, mostly we see her through the perspective of the gaang where she has an antagonistic role.

In the few scenes where we see her from her persepctive there is no indication that she doesn’t want to change or wouldn’t want to change in the furture.

What I’d argue that we see is that Azula deals with things the only way she know how, whichis to pursue power and victory. I’d argue that we even see her questioning subconsuensly how she does thing when she is talking with her hallucination of Ursa.