Cannot change the domain name from example.com to www.example.com:
PLESK_ERROR: This domain name already exists without the 'www' prefix.
When creating a domain example.com in Plesk, CNAME record www.example.com is created in DNS records for this domain automatically. That is why www.example.com and example.com records are in the same domain's DNS and can not be changed. as a default the domain will be accessible via www.example.com as well as via example.com.
Change the domain name so it does not contain the 'www' prefix.