When you are observing the effect of a factor on the rate of the reaction, you have to keep the other factors constant. Denial of doing so will lead to confusion; the kind you're experiencing right now. In other words, to observe effect of pressure on the rate of the reaction, you have to keep the volume of the container vessel constant. The gas molecules will occupy any space available to them, so the volume stays constant. You can then change pressure as you wish, and observe the effects on the rate of the reaction, and, if any, on the value of Kp.
Furthermore, if you want to observe the effect on the rate of the reaction by altering the volume, you have to keep the other factors constant, which in this case is pressure.
In Biology, we use control experiments to be certain that the effect of a factor on a specific observation is caused by the factor under study, and not another factor.
After reading this, you should be able to answer your question just fine.