Can't Change Mac Address to Usb Wifi Realtek 8191?

Question

WiFi

On the Windows program Technitium MAC Address Changer v6 changes

under Linux - WifiSlax does not want

ifconfig
ifconfig wlan1 down
ifconfig wlan1 hw ether 00:00:00:00:00:A1
ifconfig wlan1 up

I correctly understand that Mac - can only be imitated?
That is, it is saved and changed only with the environment and the program of which it was changed, at the software level.
Not at the level of a piece of iron?
I have suspicions that on Linux there are not enough rights.
How to solve it? How to check?
And still the moment Linux put LiveCd - from yusbishki. maybe this is the problem? Maybe only installed on a virtual machine or should the computer work?