By default, the "large" maths symbols stay at the same size regardless of the font size of the text of the document. There's good reason for this: the cmex fonts aren't really designed to scale, so that TeX's maths placement algorithms don't perform as well as they might when the fonts are scaled.
However, this behaviour confounds user expectations, and can lead to slightly odd-looking documents. If you want the fonts to scale, despite the warning above, use the exscale package - just loading it is enough.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=exscale