Could you post a url that displays the issue?
The only reason an image would scale down is if it was bigger than the content area. It’s possible that the image you used is just a little bit below the width of the content area and adding the caption causes it to go beyond the width in which case it will be scaled down.
In order to be sure that it’s not due to a plugin or a custom I made, I have build a brand new site with a fresh WP+Frontier install. I made two posts. One with a picture without caption and another with the same picture with a caption.
The URL is : http://cloud.adsl2meg.fr
Whew… I was just about to upload a new update to wordpress.org when I saw your post. After some searching I think I may have come up with a solution. You have a sharp eye there, I never noticed that the captioned images were slightly blurry. You could get Frontier 1.0.5 now on the theme page.