There's nothing wrong with this. It may be that the lowercase a is smaller, causing your illusion.
\documentclass{article}
\usepackage{amsmath}
\usepackage{tikz}
\begin{document}
$a_0$ $A_0$ $A_a$ $a_a$
\begin{tikzpicture}
\node at (-4.2,0) {$a_0$ $A_0$ $A_a$ $a_a$};
\end{tikzpicture}
\end{document}

Add
\documentclass{article}
\usepackage{amsmath}
\usepackage{tikz}
\begin{document}
$\displaystyle a_0$ $\textstyle A_0$ $\scriptstyle A_a$ $\scriptscriptstyle a_a$
\begin{tikzpicture}
\node at (-4.2,0) {$\displaystyle a_0$ $\textstyle A_0$ $\scriptstyle A_a$ $\scriptscriptstyle a_a$};
\end{tikzpicture}
\begin{tikzpicture}
\node at (-4.2,0) {$a_{\scriptscriptstyle 0}$ $\textstyle A_0$ $\scriptstyle A_a$ $a_{\scriptscriptstyle a}$};
\end{tikzpicture}
\end{document}

\displaystyle,\textstyle,\scriptstyleand\scriptscriptstyle. – Clara Sep 12 '22 at 06:00