Your wholesale price can be impacted by putting an item on sale through Shopify in some cases, but not in others.
If you're using a Percent off discount for wholesale pricing, changing the price of your item by adjusting its listing price directly via the listing settings means any discount rules on this item will now apply to that new, lower sale price.
If an item normally retails for $10 and you apply a wholesale discount rule of 10% off, the wholesale price would typically be $9.
If you change the product's price through Shopify, reducing the retail cost to $8, your wholesale price will adjust to $7.20.
Set Price discounts won't be affected by changes to the retail price of the product, unless the retail price is already lower than the discount you're setting, in which case that lower retail price will be applied.
If you want to use other discounts for retail sales, you'll need to create a customer segment that excludes wholesale customers, which you then apply to those BOGO discounts. This effectively prevents this issue from affecting wholesale carts and customers.