You are probably going to need to reinsert the card, and it would have to be still formatted as the phone's internal storage, to get it to change back over. If you don't have it, or it has been reformatted, then it won't work.
You can try inserting a new card and see if it will allow you to follow the steps to set up the card as "Internal" storage, and then, once set up, change it back to regular "External" storage for the card.
However, the phone should automatically start saving things to the phone's storage when you remove the card. Change or not. If for some reason it isn't, then I would ask what are you trying to do and what is happening exactly?