You have changed the tax classification in one sales organization/plant, but the changes are being applied in all sales organizations and plants.
SAP S/4HANA Cloud
Reproducing the Issue
When updating the Tax Classification of a Customer for one sales area, this update will apply to all sales areas.
This is the system behavior. In S/4 HANA Cloud, for the same material, only one tax indicator can exist in each country. For the material tax classification the underlying table has as key fields being Departure Country + Material which means a material classified, for example, Germany will have the same classification in every German plant. The situation is similar for customer tax classification, the underlying table has as key fields Customer + Departure Country + Tax Category so also here, the maintained tax classification is dependent on those three key fields, not on the sales area.
Although this is a system behavior you might consider the usage of Cloud BAdI to apply a different Tax Classification on Sales Order Header for those cases. Please take into consideration SAP police over Custom Logic on customer systems.
Custom Logic, Tax Classification , KBA , SD-BF-TX , Taxes , How To