Smush Pro seems to work, but then actually isn't working hmmm?

So I wanted to test WP Smush Pro to see how it would work on a site I run that is HEAVY in images. I installed the plugin, network activated it, then configured it to only "Super Smush" the files, manually. So then I went to the Media Library and SMUSH'd a single file. COOL.. went from 259kb to 63kb. That was AWESOME. Best of all, it didn't look like the image changed at all. So I downloaded the image to my local computer and wanted to see the original right next to the Smushed version. OK... this is where the problem comes in. According to Windows, the file is still 259kb.

What Gives? Am I missing something here?