The Scale feature changes the component at the point it's created in the tree, but doesn't actually go back and edit sketches used to create the features. If you want the dimensions changed in the sketch you'll need to edit the sketch instead of using the Scale feature.
you'll be much better off if you edit the sketches, this gives you a true part/model.
I used to do this in autocad; back in the day, it created a lot more problems than it fixed though.
You should always define your part/model as early as possible, doing things later leads to a whole world of avoidable problems.