let me put it in simple terms w/o numbers.
you're taking a chunk of coin off a very secure ledger and moving them over to a less secure ledger. it's too be expected those coins moved will be worth less b/c they are now less secure.
b/c of arbitrage, you can expect the moved coin to drag down the price of the not moved coin to a lower equilibrium.
But why will you move the coins in the first place???
for experimentation, speculation, stupidity, pump and dump, who knows? we know it will occur.