That’s normal behavior, if a bit unintuitive. Various optimizations are performed by default: texture dimensions are scaled to a power of two, mip maps are generated, data is compressed, and so on.
You can override many of those by changing texture import settings (select the asset in your Project view, then set it up in the Inspector).
The first and most obvious setting to change is the texture type: “sprite” and “GUI” are popular options to resolve some of your complaints. Bear in mind that textures imported with those modes will consume more memory (the defaults are defaults for a reason).