Let me just run over this and make sure i have it correct. You are moving a message within your PST and it changes size.
If this is correct how are you determining this? If you are looking at the quota then there is a possibility you have excluded specific folders from this quota. If you are moving the message into a pst that resides on a server with compression that can be your issue as well. Are you copying the message with attachments?
Can you post the size before and after along with where the folders are located?