I think I have seen this issue addressed here before but I can't find it.

I am focused on an object at infinity and zoomed in. As soon as I begin to zoom out, the object goes instantly out of focus. What is causing this?

Grant McClintock

there really is no such thing as infinity and having a sharp focus. there will be nothing you can truely focus on at infinity. If you look at the moon, zoom all the way in and then get a focus, you will see that you will be at about M93 or 94. The reason that your object goes out of focus is because it really is not in focus, just close to it. I don't know why it would go more out of focuse as you zoom out, however you might check your focus. if you focus on that object say at M91 and then zoom out, it will stay in focus.

If you're in focus on something, regardless of what the focus setting is, then when you zoom out it should stay in focus (or, if anything, it should become *more* in focus).

Infinity on the DVX is at MF93. If you focus on the moon at MF93 at max telephoto, and then start zooming out, the moon should stay in razor sharp focus. If it doesn't, there may be something wrong with your camera's lens/backfocus setting that may require servicing.