Running `ALTER COLUMN` without mentioning attribute `NOT NULL` will result in the column being changed to nullable, if it is already not. Therefore, you need to first check if the column is nullable and if not, specify attribute `NOT NULL`. Alternatively, you can use the following statement which checks the nullability of column beforehand and runs the command with the right attribute.
IF COLUMNPROPERTY(OBJECT_ID('Employee', 'U'), 'Salary', 'AllowsNull')=0
ALTER TABLE [Employee]
ALTER COLUMN [Salary] NUMERIC(22,5) NOT NULL
ELSE
ALTER TABLE [Employee]
ALTER COLUMN [Salary] NUMERIC(22,5) NULL