"CHANGE MASTER makes SQL thread restart from coordinates of I/O thread".
    So, in CHANGE MASTER:
    when it seems reasonable that the user did not want to discontinue
    its replication (i.e. when he is not specifying host or port or master_log_file
    or master_log_pos; this will be documented), set the coordinates of the
    I/O thread to those of the SQL thread. This way, the SQL thread will see
    no discontinuity in the relay log (i.e. will skip no events), because
    the I/O thread will fill the brand new relay log with the events which
    are just after the position where the SQL thread had stopped
    (before CHANGE MASTER was issued).
    And a new test for this bug.