Many sound cards on Windows have "Environmental Settings" that can add special effects to audio playback, ranging from a simple Equalizer effect, to "Grand Canyon Echo" and "Concert Sound" effects. Windows Media Player also has special effects, including their "Wow effect". Perhaps one or more of those effects were enabled and now turned off.
My previous comment still stands, "Sliding Time Scale/Pitch Shift" effect will produce a higher quality pitch shift effect, though it takes longer to process than the standard "Change Pitch" effect.
How to change pitch without creating echo?
Forum rules
This forum is for Audacity on Windows.
Please state which version of Windows you are using,
and the exact three-section version number of Audacity from "Help menu > About Audacity".
Audacity 1.2.x and 1.3.x are obsolete and no longer supported. If you still have those versions, please upgrade at https://www.audacityteam.org/download/.
The old forums for those versions are now closed, but you can still read the archives of the 1.2.x and 1.3.x forums.
This forum is for Audacity on Windows.Please state which version of Windows you are using,
and the exact three-section version number of Audacity from "Help menu > About Audacity".
Audacity 1.2.x and 1.3.x are obsolete and no longer supported. If you still have those versions, please upgrade at https://www.audacityteam.org/download/.
The old forums for those versions are now closed, but you can still read the archives of the 1.2.x and 1.3.x forums.
Re: How to change pitch without creating echo?
9/10 questions are answered in the FREQUENTLY ASKED QUESTIONS (FAQ)