Water is found in all three states of matter – solid, liquid, and gas. If you place an ice cube

in a pan and melt it to water and then heat it to steam, this is a physical change. Why is this
not considered to be a chemical change?

This is not considered to be a chemical change because no new substances are formed. The same molecules of water are present in all three states, just in different forms. The physical change of melting and boiling the water is simply a change in the physical state of the water, not a change in the chemical composition.