Why does pitch bending make my midi files so big?
A pitch bend is not just one MIDI command, unless you just tweak the pitch up or down some inaudible amount! If you look at a MIDI file with pitch bends through a MIDI-to-text editor (such as MIDI-OX, free download) you will see anywhere from tens to hundreds of pitch bend commands, each changing the pitch by a small increment. In NoteWorthy you insert a Multi-Point Controller, Pitch Bend and adjust the Sweep Resolution to control how many increments (and thus how big your MIDI file gets) are sent to create the pitch bend. Experiment until you get results that sound good and don't make your file too big. :)
Further to Milton's comments - I'd suggest using a pitch-bend resolution of 256 for most applications. The default of 32 results in 8 times as many pitch-bend commands being sent.