For instance, in Chopin's Nocturne in B-flat minor in the first
measure there's an accidental on the fourth note. But it's really just
a change from B-flat natural minor to B-flat harmonic minor, which has
the A note, which isn't in the natural minor.
This idea makes the assumption that Chopin intended to compose music in something called the "B-flat natural minor scale." I would instead make a different assumption based on actual historical practice of composers like Chopin: pieces written in minor keys typically contained many chromatic notes (particularly variants of the 6th and 7th scale degrees) as their standard "scale" (to the extent that they had one). Until the mid-19th century (and the introduction of a new kind of "modal" music), they almost never composed in the "natural minor scale." Nor did they compose in the "harmonic minor scale," though perhaps they came closest often to composing in the "melodic minor scale," but even that's an abstraction.
The scales learned by beginning musicians are diatonic approximations to the most common notes used in musical practice within a given key. That doesn't mean that other notes can't appear within that key.
And it's pretty typical for historical classical pieces from the 18th century through today to contain all twelve chromatic notes as part of their "scale," just serving particular functions. (That is: minor keys in classical style inevitably make use of both raised and lowered forms of scale degrees 6 and 7. The raised 3rd and 4th scale degrees are frequently employed as V/IV and V/V, even without a change in key, but just as chromatic variants. And the lowered 2nd scale degree is frequently part of Neapolitan chords.)
Chopin could easily use all twelves notes of the chromatic scale without leaving the central key of tonic.
Normally, when music theory discusses a "change of scale," it implies something more than a single chromatic pitch (or even a lot of them). A "change in scale" means that one or more foundational pitches in the current key has undergone a transformation to something else. For example, a piece that modulates from B-flat minor to F minor will see alterations from G-flat to G-natural as central notes, as well as the addition of E-natural as a common leading tone (while A-natural will be used less frequently).
Or, more rarely, perhaps a foundational pitch has been completely omitted or another has been added. In that case, sometimes no accidentals are necessary to observe some sort of change in scale.
On occasion, even a single accidental can sometimes be seen as a temporary change in scale, particularly if it seems to effect a temporary tonicization that reaches out of the current key.
But the A-natural in the question isn't reaching outside the key. In fact, it's providing the most common and necessary form of the note A that defines the key of B-flat minor, i.e., the leading tone. Without that accidental occurring in the appropriate locations, a classical piece would generally not even be considered to be in "B-flat minor" of any normal sort.