The documentation for NERM Admin Help - Workflow Actions - Status Change is incorrect.
The documentation suggests that this action is available for Create, Update and Batch workflows but it’s not available for Create Workflows. It should be Automated, Update and Batch i believe.
There is a minor exception. On a Collaboration Registration workflow, you do have the Status Change action available (I’ll leave it up to the powers that be, but might be the reason Create is listed.)