Photoshop Layer Style Changes Color

I have had a nagging issue when I use Photoshop. Basically, I have been applying layer styles to portions of my image, and tweaking it until it looks just right (such as glow sizes and such). The layer blend mode remains at “Normal” and “100%”. Now, I want to simplify and merge some of my layers that contain these styles, and when I do, the effects turn into an ugly mess. My smooth contours and even gradients become more jagged and appear to change in intensity.

I was wondering if anyone had some ideas on why this is happening? Is it something I am doing wrong? Perhaps there is some fluke to using the program that I do not know about? It has been frusterating to get something to look “just right” and then to loose the effect once I try to simplify or merge the layer.

Any insight is appreciated!