Yer, when you glue audio events together then two different things can happen.
If you have sliced a single event then you can use the glue tool to rejoin them together back into the original single event provided their relative positions have stayed the same.
But, if they can’t be rejoined, say because they’re not in the right position or they’re from different audio clips, then they are put into an audio part instead. This is a container for audio events. It looks very similar to a single audio event, but there is a visual difference to the border!
You can see and edit the audio events inside by double clicking, and there you can adjust the usual info line settings again. But, as mentioned above, Parts have less settings and you can’t adjust their pitch - more’s the pity
Gargoyle studio explained it pretty well above. This is just one of the quirks of Cubase. You can pitch shift an audio clip in the info line and you can transpose a MIDI part in the info line but you can’t unfortunately pitch shift an audio part (which is what you have when you glue multiple clips together). Would be nice to see this resolved at some point.