As an ex recovery driver, working on the M5 M6 junction, I see no reason why you shouldn't change a wheel on the motorway, providing sensible safety precautions are taken.
Get the car as far to the nearside a possible.
Get off the motorway if poss.
Get everybody out the car and over the armco.
Do the job as quickly as possible.
Do not worry too much about tidying up the boot, do it at next available junction or service station.
When getting back on carriageway, build up speed first.
Make sure you know how to do it before you need to.