I placed in an Adobe Illustrator AI object I made into an Adobe InDesign document. When I scale the whole image, the AI object doesn't scale with everything else. Any ideas?
Assumptions: You are selecting everything, then just grabbing a corner handle and draging it, with or without depressing the Shift key.
Since the Illustrator graphics are placed, linked, images in InDesign, they must be in an frame. Unlike native InDesign objects, Image Frames do not scale the content inside the frame if you just click-drag a handle on the (default) Bounding Box - the frame scales, what is inside the frame does not scale.
If you want frame contents to scale with their frame, you need to use the Free Transform Tool in InDesign and not the bounding box. While they look similar, they are not. This is one area where their operations differ.
You can easily switch to the Free Transform Tool by merely tapping the e key on the keyboard.
It is possible to force frame contents to scale with their associated frame by depressing the Command/Ctrl key while scaling with the Bounding Box. But often if you have a selection of both native objects and image frames, using the Free Transform Tool is simply more reliable.