Not all scopes are like this though, just most of the ones made specifically for the US market. If the reticule doesn't change size with the changing of magnification, you have what is known as a second focal plane scope. That is the US standard but it makes all variety of BDC and Mil dot reticules worthless unless you know what magnification is good at what range for your rifle and always have the scope set to that magnification.
First focal plane scopes maintain the relationship between the reticule subtensions and the image regardless of magnification. This makes mil-dot and other ranging reticules actually useful. The problem with this type scope is that if the reticule is large enough to be visible at the lowest mag, it will cover up a lot of the target on the highest mag. I think it was Swarovski that made a hybrid where the outher reticule with the ranging hashmarks was first focal plane but the fine x-hair in the center was second focal plane so it stayed really fine when the scope was zoomed in. Only issue with that design was the cost of the scope it was included on.