If you already have Members in the Program, you will not be allowed to change the Channel. Tradeshow and Roadshow (in default) have different Statuses, which will also be a reason you aren't allowed to change the CHannel.
You can try to do this by removing all Members (or exporting them by Status first).
- For instance, add each status group to a static list in the Program
- Remove all members from the Program
- Remove all Status Changes in the Program
- Remove all Status reference to this Program / inside Program
- Change Channel - you may also have to delete the SFDC Campaign and create a new one
- Add back the Program Statuses
- Take your Static List and then select all, and do Change Status with the new Status you want these people to have.