Unity 2018.1.5f1 (64-bit) with Probuilder v.3.0.9
When I put some merged Polyshapes in a Probuilder object:

Full reproduction process with a new scene: (1mn30s video)
Unity 2018.1.5f1 (64-bit) with Probuilder v.3.0.9
When I put some merged Polyshapes in a Probuilder object:

Full reproduction process with a new scene: (1mn30s video)
Ok it’s a Unity bug: (Case 1077449)

Some facts:
A) If we modify a GameObjects’local position (1) and put it in another GameObject that’s also been moved (2), then the first GameObject local position is modified so the global position stays the same. -OK that what Unity does
B) If we modify a GameObjects’local rotation (1) and put it in another GameObject that’s also been rotated (2), then the first GameObject local rotation is modified so the global rotation stays the same. -OK that what Unity does
=> C) If we modify a GameObjects’local scale (1) and put it in another GameObject that’s also been scaled (2), then the first GameObject local scale is modified so the global scale stays the same. -NO Unity doesn’t do that, that’s a bug.
It needs to only be when the GameObject is already parented and we change the parent transform that we can see the modifications on the child.
Answer from Unity QA: It won’t be fixed, as it would require to rewrite hierarchy and transformation code which isn’t planned in the near future.