Whenever you open a JPEG file it needs to be uncompressed for display. That's handled automatically in the browser or image editing program. However, the moment you alter the file, you've changed it and it will need to be recompressed to some degree before saving it. If you don't tell the program how much to recompress it, many will save it at the best possible quality, which is often a much larger file, even if it is marginally or imperceptibly better. This is exactly why you can/should compress images for the web.
Here's a not-too-technical overview
http://dx.sheridan.com/advisor/jpeg_quality.html
Regards,
Matt