Thanks, unfortunately I found out that Scale Styles is auto-checked and greyed out (so no way to uncheck it) during batch selection (selecting 2+ objects). It seems that Krita cannot just simulate a combination of scaling that are no changing scale styles… It has to scale the whole selection including line thickness.
Creating a Group doesn’t help.
My only workaround is to scale each object independently… But then I risk scaling with different values, adding an offset, etc.
EDIT: this was noted and a feature request submitted to allow using the option during batch selection here: Activate "Scale Styles" option even when more than 2 Freehand Paths are selected