Hi,
I have exactly the same problem. I have deliberately uploaded a very low quality jpg image, 1,078px wide, 40 KB. When I use this image as a featured image (same width, slightly less height), the file size jumps to 150 KB. What does WordPress do with the original file that adds 110 KB?
I have tested with different image dimensions, compression tools, compression rates, and many different images. I have not managed to understand why image file sizes of thumbs sometimes get significantly larger than the original image file.
Anyone who knows why this behaviour occurrs and what could be done to avoid it?