Staying the same, as a percentage, is not "going down". If you add two things with error together, the absolute tolerance adds. The relative tolerance (percentage) may stay the same, or even reduce if you mix in a better tolerance part, but, as stated, it's incorrect.

It's a common misunderstanding, and misapplication of statistics, as some of the other comments show. You can't use population statistics for low sample sizes with any meaning, which is why tolerance exists: the statistics are not useful, only the absolutes are, when selecting components in a deterministic application. In my career, I’ve seen this exact misunderstanding cause many millions of dollars in loss, in single production runs.