I mean in English you don’t say ‘I will swap them out a new set’ or ‘I will exchange them a new set’, do you? You use ‘with’. With 換える, specifically, the thing you’re getting rid of uses を, and the thing you’re replacing them with uses に, so it works almost exactly like ‘My shoelaces are about to snap, so I will *replace them* (direct object) *with a new set*.’
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You’re going to change them TO new laces.
I mean in English you don’t say ‘I will swap them out a new set’ or ‘I will exchange them a new set’, do you? You use ‘with’. With 換える, specifically, the thing you’re getting rid of uses を, and the thing you’re replacing them with uses に, so it works almost exactly like ‘My shoelaces are about to snap, so I will *replace them* (direct object) *with a new set*.’
今の靴ひもを 新しい靴ひもに 換える