I strongly suspect that changing the auto-join setting is not disabled, but the profile is getting checked periodically and "updated" (either by the SIM application or some iOS service), overwriting your manual change.
"I spoke to Apple support today and they helped me. First I had to reset Network settings, then at bottom of Wifi settings page, I had to make sure that ‘Ask to join networks’ is set at ‘Ask’, and ‘Auto-Join Hotspot’ is set at ‘Ask to join’"
Seems it's a known issue for some months now: https://discussions.apple.com/thread/254228630
Quote:
"I spoke to Apple support today and they helped me. First I had to reset Network settings, then at bottom of Wifi settings page, I had to make sure that ‘Ask to join networks’ is set at ‘Ask’, and ‘Auto-Join Hotspot’ is set at ‘Ask to join’"