The Terminal application should allow to set the font size for just the active terminal, not forcing the change on all other open terminal emulators anywhere on the desktop. It may be a feature for some to always synchronize the font sizes on all terminal windows, but this should, if so, be an optional feature, being available via a checkbox in the preferences, called "Sync font sizes on all open terminal windows" or something like that. Probably allowing keyboard shortcuts to alter font size for just the active window would be enough, but the lack of configurability for those shortcuts is a bug report for its own.
Terminal has only one global configuration, therefore it's normal, but I'm marking it as a duplicate of bug 5605 where the idea is to have a zoom option that applies to the current terminal widget independently. *** This bug has been marked as a duplicate of bug 5605 ***