Consider the following integrals in variables $x,y$ over the whole $\mathbb{R}$, where $a,b\in\mathbb{R}/0$ are constants:
$$\int dx \int dy ~\delta(x-a)\delta(y-b\,x)=\int dy ~\delta(y-b\,a)=1$$
In the following we will evaluate the above integrals in a slightly different way and obtain a completely different result. First, we note the following general identity for delta distributions, where $f(x)$ is an arbitrary differentiable function and $C$ is a constant in respect to $x$:
$$\delta(f(x))=C\delta(Cf(x))$$
This identity is easy to prove since it is a direct consequence of the well known identity $\delta(f(x))=\sum_{x_i\in f(x)=0}\frac{1}{f'(x_i)}\delta(x-x_i)$. Explicitly we see:
$$\int dx F(x) \delta(f(x))=\int \frac{df(x)}{f'(x)} F(x) \delta(f(x))=\\=\int \frac{df(x)}{f'(x)} F(x) C\delta(Cf(x))=\int dx F(x) C\delta(Cf(x))$$ Where $F(x)$ is some test function.
Now, let us set $F(x)=\delta(x-a)$ in the above example, and rescale the remaining delta function $\delta(y-b\,x)$ by $C=\frac{y}{y-b\,a}$. (We can use $y$ in $C$ because it is held fixed during $x$ integration):
$$\int dx \int dy ~\delta(x-a)\delta(y-b\,x)=\int dx \int dy ~F(x)\delta(y-b\,x) \\=\int dx \int dy ~F(x)C\delta\Big(C(y-b\,x)\Big) =\int dx\int dy ~\delta(x-a)\frac{y}{y-b\,a}\delta\Big(y\frac{y-b\,x}{y-b\,a} \Big) \\ =\int dy \frac{y}{y-b\,a} \delta(y)=0$$
Clearly, the same integral cannot be equal to 1 and 0 simultaneously. Therefore, I must have done something wrong in the above. Please, point out my mistake.
I thought about it for a while and here is my best attempt to explain this.
Even though $y$ is fixed during $x$ integration, its fixed value still can be selected dynamically. Therefore, the constant $C$ should be finite for any $y\in\mathbb{R}$. Clearly, $C=\frac{y}{y-b\,a}$ is identically zero at $y=0$, so that in this particular point $C$ does not define a meaningful scale. Since $y=0$ is a regular point in the initial expression for the integrals, it should stay regular after a rescaling. Therefore, $C=\frac{y}{y-b\,a}$ is simply not a valid choice.
EDIT:
Having thought about it more, it became clear to me that the point $y=0$ cannot possibly give a contribution. In the initial integral both delta functions give support at $x=a$ and $y=ab$. This cannot change when a proper choice of $C$ is applied. However, in $C=\frac{y}{y-b\,a}$ the denominator is singular on the support of the delta functions, therefore this is the actual reason why this choice is not allowed. I feel that this explanation is now sufficient.
Please let me know if this makes sense, or if something deeper is involved here.