Yes, this is absolutely right, the increment needs to set only once. It will remain constant since your lowering of dt of the raw data is completely compensated by an increase in N.
An interpolation in the time domain basically translates to a zero-filling in the frequency domain. The early points will be the same in the transform, and they are within a few percent. See attached. Agreed? 🙂
Is that what you mean by "changes alot"? There is no reason they should stay exactly the same, because you are interpolating, thus adding data.