There's two issues at hand.
Firstly that parallax correction on some scopes can cause the POI to move even from one parallax corrected range to another parallax corrected range. This I would consider being a fault on any scope irrespective of cost.
The second is that if you haven't corrected the parallax at the range you shoot at then you cannot assume the movement is down to the scope. It may be you're seeing your POI from a viewpoint with error. That's what parallax adjustment allows for, correcting that error. If you haven't corrected then you'll be shooting with error, so it's entirely possible that when you correct it at that range, or move to another range that is corrected, you'll see a movement of POI.
Without correcting POI, any conclusions about where a shot lays within the range of error is completely baseless. That means wind, cant, pellet performance, drop etc.