Looks like the change set is only set for the merge event, not the postUpdate. Please log a bug to have the change sets added to the pre/postUpdate events.
You can also get the ChangeSet from the query or object,
((UpdateObjectQuery)event.getQuery()).getObjectChangeSet()
or,
((AttributeChangeListener)((ChangeTracker)event.getObject())._persistence_getPropertyChangeListener()).getObjectChangeSet()