Hi Lynn. Welcome to the Campus. This feature has been introduced with version X8 to allow users to set the compression value as needed when they saved so they would have more control over the end result. I am really not sure why it would actually make the file size larger since using the JPG optimizer, still creates a smaller file, even with a compression set to 1 (the minimum).
I did a search on the Corel user-to-user forum and found someone asking a similar question. Maybe this would help?
Here are more discussions on the WHY about the compression issue:
Hopefully, that will help.