No - not all fields can change their values, and hence, Data Value Change won't result in anything for the fields which don't change values. Separately, Original Referrer is a System Managed field, which records the URL that hosted the original entry source - this, conceptually, shouldn't change. However, fields can be blocked or unblocked for updates from various sources.
In Marketo - If the value was previously empty - it did not change, it was simply created. Marketo doesn't consider an update from Empty to Something as a Data Value Change - for a new person created (edit)
You may want to have something in place to retrospectively check the Original Referrer when a person is created, and see if the value was added to Original Referrer when the person was created, or earlier. But looking for more ideas here.
Here's a list of System Managed Fields, which can clarify more about the Original Referrer.
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