Indeed you can't use the ‘Change Object’ activity in a rule. You will get the errormessage 'This action is not supported in rules’.
It is not even possible to add the ‘Change Object’ activity in a rule from the normal (sub-)menus or from the Toolbox. So you probably copy-pasted it out of a microflow.
The reason is probably because changing an object goes against the Single responsibility principle. The rule is meant to only result in a booleanvalue.
If you want to change the MailAddress1 in order to use it to determine the booleanvalue (so not changing the object), than the option is to create a variable and use that for the determination.