They have no / poor compression in their graphics filters. A filter (internal or external) must be used to convert that image into something that WP can display. When saved, the code responsible for retaining that graphical information has to be called many times over to retain the fidelity of the graphic, and cannot be manipulated by source WP code into saving space.
As a correlary, programs like PowerPoint (to take a random example) use a compression ratio in the filter code when converting that file such that the filesize is extremely small. That way when saved it doesn’t balloon the filesize, although you will notice a slight increase. Word benefits from this shared code, otherwise it would have the same problems as WP.
Graphic intensive programs are even better at compression - Photoshop being the best IMO.
One other thing I just thought of - does WP have a “Fast Save” option? If so, try turning it on and resaving the file.