Application Parameter does not work on migrating

We have encountered this various times.

When we add an application parameter to an existing application, it does not work on migrating.

We have to make a new service (application) and then attach the parameter to it, then it works.

What is the reason for this behavior?

Eg: I added the parameter WDDISABLEUSERPERSONALIZATION and set it to X in development. Works fine there. On migrating to UAT, it does not work. What's amiss?

Thanks in adv.