To be able to schedule changes to LWT, you need to be in Weather Dependent mode rather than Room Thermostat.
One thing to note, if you switch to WD mode you are able to set a LWT schedule. If you then switch back to Room Thermostat the LWT schedule is still applied (though there is nowhere this is editable in either Onecta or via the MMI, unless you switch back to WD mode). I’m not sure if the same applies the other way around i.e. Does the room temperature schedule still apply if you create a schedule in room thermostat mode, then switch to WD and create a LWT schedule.
I would say that this is a bug/not by design. However, if you are aware of it, you can use the flexibility to your advantage.