Markers are by default linked to their bar position, not to a time based position. This means that a marker will move in time when changing the tempo of the song. As an exception, markers that have been created by analyzing the scene cuts of a movie are automatically linked to their SMPTE time position.
Markers can also manually be linked to the SMPTE time position rather than the bar position. Use the "Lock SMPTE Position" command for this:
The markers will now be SMPTE locked and thus won't follow tempo changes. A padlock symbol in the marker display indicates the SMPTE lock.
Tip: This works for all objects in the Arrange window. If you want to lock the position of an Audio or MIDI Region, select the Regions and choose Lock SMPTE Position.