If you do change the RAID type of a CPG via setcpg remember that logical devices already created do not get converted to the new RAID6 template, only new ones from that point on will be RAID6 .. so if you have a thin volume that is only half full, and then fill it .. half the logical disks making up that volume could still be RAID5.
Which is why you would need to manually kick off some tunevv's to get the LDs migrated over to the new format.
Changing an existing CPG is messy ... better to create a new CPG and tunevv volumes over.
If you have no license go hassle your HPE sales rep and see if they will get you a "trial" license or something