I've had this probelm for a few days now and its really annoying. I've tried linking width and height, pressing enter, and when use transform again, its back to being unlinked. I've even made sure to use it linked, press enter, and restart photoshop (I read somewhere that this changes what the automatic setting is), but that didn;t work either. This problem came out of nowhere, please help me fix this setting.
It sounds like Photoshop is using the (somewhat newish-November 2019 release) default proportional scaling where you wouldn't use Shift to scale proportionally. You can change it back to the Legacy Transform behavior in the Preferences. Go to Edit (Win)/Photoshop (Mac) > Preferences > General, then select Legacy Free Transform.