Let $k$ be a commutative ring, $A$ a $k$-algebra and $HH^n(A, M)$ the $n$-th Hochschild cohomology of $A$ with coefficients in the $A$-bimodule $M$. In the book Cyclic Homology by Loday the following curious few lines appear on page 40 when talking about the form that the coefficients can take:
For $M=A$ the groups $HH^n(A, A)$ have been extensively studied in the literature because they are related to deformation theory. But one should note that they are not functors of $A$. However if $M = A^* = \mbox{Hom}_k(A, k)$, then the groups $HH^n(A, A^*)$ are indeed functors of $A$.
Now I'm quite confused by this assertion that $HH^n(A, A)$ isn't a functor of $A$, because I know that you can interpret the $n$-th cohomology as the derived functor
$$HH^n(A, M) = \mbox{Ext}_{A^e}^n(A, M)$$
where $A^e = A\otimes_k A^{op}$ is the enveloping algebra of $A$. In fact, it's mentioned on the very next page of the book. So clearly each $HH^n(A, M)$ is a functor if I've understood this correctly. So presumably the important part is that $HH^n(A, A)$ is not a functor "of $A$", but I'm not entirely sure what this means. I'd be grateful if someone could help me understand how it is that $HH^n(A, A)$ isn't a functor of $A$.
Edit:
Thanks to the comments beneath the question (thanks for your help guys, I appreciate it) I think I have a better idea of what's going on. So using the example of $\mbox{Hom}_k(A, A)$, the reason why this isn't a functor of $A$ is because given another $k$-algebra $B$, and a map $f:A\to B$, there is no real way of assigning $f$ to a map
$$\mbox{Hom}_k(A, A)\to\mbox{Hom}_k(B, B)$$
However, now that I understand this, it seems to me $\mbox{Hom}_k(A, A^*)$ suffers from the same issue. So how is it that (as mentioned in the paragraph I cite above) $HH^n(A, A^*)$ is a functor of $A$? Am I just missing some obvious way of assigning $f:A\to B$ to $\mbox{Hom}_k(A, A^*)\to\mbox{Hom}_k(B, B^*)$?