Your file is changing size because hidden, unneeded data is being removed.
When a file is downloaded from a database server, it will keep the formatting associated with the server.
This formatting is hidden as it is just a reference for the server and can only be read by a server and will not affect the data.
When you download a file from the database server, in this case via insights, it will keep the hidden formatting of the server on the file as well as it is essentially just copy pasting and sending you the file.
Once you then save the file elsewhere or rename it etc., it will save the correct size as it will get rid of this hidden formatting.