That's the way things work. Suppose you have a container control, a GroupBox for example. When you change the font of the GroupBox it no longer has the font of its own parent (the form), and thus the GroupBox's ParentFont goes to false. When you now add further controls to the GroupBox they inherit the font of the panel because their ParentFont is true by default.
If you do not want the children of the GroupBox to get the font of the group box you must add another container control to the groupbox, and change its Font back to default (this automatically sets its ParentFont to false), before you begin adding the new controls to the new container.
I am not sure if I understand your description correctly. You changed the font of a button, and then suddenly the font of other controls on the form had that same font? In this case you must have changed the font of the form, too. Otherwise I cannot explain such an observation.