I believe you are scaling the object using the Scale Tool (K), if so this also would scale the effects, which in a way making them different effects than the one you defined.
for example, you have 500px by 500px square, were you applied drop shadow with the following attributes (x:4px, y:4px, blur:10px, Spread:0px). If you scaled this to 0.5 -using the scale tool- it would become a 250px by 250px square with a drop shadow of (x:2px, y:2px, blur:5px, spread: 0).
if you are looking to maintain the original effect change the size from the properties panel or using the move tool (V). But if you want to have the effects to change also, you would have to define a new style for the effects to be able to reuse it.
Thank you for your reply! 😀
Thank you for your replay, it was helpful for me as well!