You need to imagine what happens in an SEM during scanning. There are at the end only a few coils which deflect the beam with smaller step width (higher magnification) or bigger step width (lower magnification). At this position everything is already done. Problematic can be the astigmatism which can be used to compensates an inefficiently aligned aperture, but as Vladimir already pointed out, the magnification is not affected by this problem. Only if you switch to another imaging mode, e.g. by changing the high voltage or an operation under variable pressure it can happen (or commonly happens) that you have to readjust the aperture or the entire imaging system slightly. New SEMs have settings prepared by the service technician which almost roughly deliver an image. But over the time contaminations within the SEM and the column change the once existing conditions in a way that corrections become more essential over the time. But again, the magnification as only deflection tool of a focused beam is from my point of view practically not affected by the magnification.
As Vladimir and Gert pointed it is not necessary, in general, to adjust the aperture each time you change the magnification. I suspect you should have a problem with astigmatism, so probably at lower magnification you can see something but when you want to go higher magnification you can focus properly and when you change the aperture, usually to a lower one, you get a image a bit sharper. I would try to align properly the beam and correct the astigmatism. Good luck.