I have researched a scaling of labels and see a reason why the label is shifted.
Standard ScaleBy procedure used there, but all calculations are produced with integer numerics.
Precision of calculations is lost. I have no idea how to change it, but I have solution for you. If correct algning of label is needed then you can use BoundLabel property or the TsStickyLabel component. These labels are specially realigning after scaling and have correct position. I have attached a project where you can see a difference between labels.
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