Oil Change Required message stays on. How does using synthetic oil change required oil changes?

Yes if you desire to exceed the factory default service reminder mileage you’ll have to reset service reminder between oil changes. It will be up to the owner / operator to keep up with this. Don’t forget to check oil level occasionally!

Usage off synthetic oil instead of the required "synthetic blend" that your Lincoln came with from the factory does not change the oil change interval for your MKX. I would definitely recommend replacing your engine and oil filter every 5,000 miles, or less if the indicator comes on earlier. Lincoln states this car could be filled with 5W20 synthetic blend or full synthetic. No differences are described in the owners guide relative to extending oil change intervals by using full synthetic oil. Don't forget: even if your oil is "better" (frankly a negligible difference in 2021 between "full synthetic" and "synthetic blend"), your filter is the same...and will need replaced.