You absolutely should be able to change workouts in the middle of one. For your example, while you’re riding the FTP workout and decide it’s too easy, you will want to tap the orange menu button in the lower left corner of your screen. This will populate your in-game menu, on the right side you will see an orange button with 4 white columns (circled in the picture here).
Go ahead and tap that button and it will bring up the list of workouts, tap a different workout and your new workout will start as soon as you leave the menu. If you are currently enrolled in a training plan, when you tap the workout button it will autoload to your training plan. If this happens, tap the left arrow to get to the training plan info page(all the way to the left). At the top of that page, you will see two tabs “workouts” and “plans”. Tap the tab titled “workouts” then tap the workout you want to try next. Hope this helps, Ride On!