The "why" depends on how the original format and compression compare to the result you saved out. If both were jpeg then the steps you took should generally result in a reduced file size, but if the originals were another format they may be better off kept in that format.
Jpeg is best for photos and other images with lots of color and detail.
GIF images use a reduced palette format that can result in excellent compression for images that have fewer colors and little detail.
PNG have two modes: 8 and 24 for different sized color palettes, and also support transparency.
So, if you're taking simpler graphics that compress well with the other formats and saving them as jpeg, that could result in larger file sizes.
Also, if the images were already compressed in a lossy way (as with jpeg and often with **gif, where not all detail preserved from the original) then opening them and recompressing them can have negative effects, both in terms of the file size and in terms of visual fidelity.
The compression algorithms for each file format work differently in ways that are a little hard to predict, so the composition of the specific image can impact the results -- for example, if images have a lot of white space (or any single color), the distribution of that color may compress better or worse depending on where it is relative to the overall image dimensions.
** gif compression isn't lossy by nature, but gif file size reduction benefits from using a smaller palette so most tools that save to gif also include a step of reducing the palette of an image, which is itself lossy. gif can only be "lossless" for images with 256 colors or less.
Here are a couple links to learn more: