Why does sampling frequency affect the filter results?

I have a big issue, basically my goal is to create a low-pass butterworth filter around 0-35Hz with a sampling frequency of 5000Hz. My Matlab code is

 Fs=5000;
Wp=30/(Fs/2);
Ws=45/(Fs/2);
Rp_db=-20*log10(.95);
Rs_db=-20*log10(.05);
[order,wn] = buttord(Wp,Ws,Rp_db,Rs_db);


But it doesn't work, becouse the filter explodes

As you can see the filter is unstable.But if i change the sampling frequency from 5000Hz to 500Hz things change

with the cutt-off frequency 0.135 (33,75 Hz).

Why does the sampling frequency affect so much the filter result? Thanks in advance