It could change, but it might not be your scope. At different distances and power settings the parallax can change. So if you don't have good shooting form at a distance where your parallax is off your shot could be off. And a higher magnification may compound the problem.

However with the newer scopes we have on the market the retical or optics should not be shifting thruout the range, even with the lower priced ones. It used to be that a cheaper scope could change impact points as you changed the power setting. I haven't seen one do it in years though. And I have scopes from the 50 dollar range to a $400 high powered varmint scope.

Like said above, if yours does it I would guess it's bad and needs to be returned or replaced by a better scope. Just make sure that it is really defective first.

Paul