I agree about taking every advantage you can get!Of course, casinos have the advantage of the "long haul", over which random fluctuations (i.e., "luck") even out mathematically. In this puzzle you get just one shot, so you can still lose even when you adopt the winning strategy. Nevertheless, I'd take any advantage I could get!
If you were to play out this scenario a number of times it should prove this case to be true. i.e. the advantage in changing.
But does it fail in in the short term? Is the second phase REALLY part of the origonal game, where your odds were initially 1 in 3. Or is this now a totally new game where there are two possibilites and you have to chose one of the two? Since you are given the choice, to change, then if you do, you are taking a chance with "the new game?" Where as if you stick are you still playing the old game with the lesser odds?
Food for thought

I'll check back tomorrow
Regards
Steve