If the effect of an exposure differs across baseline covariates, we call this interaction. In fact, we should probably say effect modification. Reserve interaction for the relationship between different causes. Anyway, using the data from my previous blog we can see in the table that there is an interaction for the relative risk, but not the absolute difference, nor the odds ratio.
So the simple point here is that effect modification is measure dependent. For a more comprehensive review please see Chapter 4 of this book.