wtf? That is so very bizarre. I am able to replicate this 100%.
Here is the image I am using: http://i.ytimg.com/vi/-J_...Q6NMqVo/maxresdefault.jpg
Before compression size: 318kb
After compression size: 265 kb
I double click on it the JPEG file and press SHIFT R in Xnview (rotate right). Save the changes
Post-rotate size: 901kBâ™¥
Post-rotated and compressed again: 260kb