You're changing the opacity of the component, not the opacity of the elements inside it. A component contains all its states and elements, so if you change the opacity of the component, you change it for all the states and elements within it.
First - go to the layers tab, so you can see what is happening. Don't edit things while on the Assets tab, because you're basically blind as to what you are doing.
Here's a video I made recently to show another user how component editing works.
You have to make sure you select elements inside the components, not the component itself, if you want the change to propagate between instances and/or states.
Even when you switch to a different state, you have to make sure you're working with the contents of the component.