1. What if someone has no interest in changing the world in the grandiose fashion that this question implies? Maybe the thought of saving all the babies in Africa doesn't make everyone feel equally great about their life. Not everyone can be a bleeding-heart humanitarian; society wouldn't function.
2. It's really vague. My personal answer to this question is, "We all change the world every single day simply by living and interacting with others." Therefor, I'm changing the world 24/7 and there's really nothing more I feel I need to do in terms of something that would have a far-reaching global impact.
Life goals should revolve around the core prospect of thoroughly enjoying life. Maybe an immediate goal is "go to the gym 5 days a week" and a long-term goal is "save enough to retire by 45." If changing the world will help you enjoy life more, then by all means, answer the question to help set goals. However, we should not assume that changing the world is universally something that people want to do.
My Dad never wanted to change the world, he just wanted to provide as good a life as possible for his family, make enough money to give his children what they need and (most of) what they want, and that's pretty much it. He didn't "revolutionize" anything. He didn't save any babies in Africa. He's just an awesome father and that's enough for him to be a hero to me. Corny? Perhaps, but a good example nonetheless.
Pick your favorite world changer, do you really think they would have been motivated for change if they did not constantly ask themselves 'what am I going to do about this huge problem?'
I'm not changing the world. I'm building a useful tool that helps people save money when they want to attend a sporting event, concert, etc. That's about it. Not quite as glamorous as saving the world, but at least it's realistic and useful now.