You can't change your MAC address on new Macs

Troubleshooting
 · By Jason Pope

Yay! This was fixed in the release of macOS Catalina.

Replace the MAC address in the following command to whatever you want and it should work.

$ sudo ifconfig en0 ether 00:80:48:ba:d1:30

For almost a year the ability to change the MAC address on MacBooks has been broken or disabled.

I can't find any official statements from Apple clarifying but since this issue has persisted for so long I assume it is intentional. I really hope it's not.