Sorry to bring this up again. But it turns out that I had the image directory writable by myself, so it created a new changes file. That's why Pharo didn't complain about missing changes file. When I removed write permission in the tool installation, Pharo gives error for not having or not able to write to changes file.
I guess I'm back to the problem how to deploy a tool without changes file. I have multiple users that will be running this tool, which is installed in a centralized site, so I can't have changes file bundled with the tool.