If you've asked the TeamCity plugin to generate upgrade scripts, it will generate the appropriate SQL to upgrade from all deployed versions of the package to the latest state. This might mean that the package contains several different versions of the upgrade script.
These scripts are only used for static upgrade mode, so if you're using dynamic upgrades you don't necessarily need to generate them.
You can check the contents of the package file if you want; if you change the file extension from .nupkg to .zip, Windows Explorer will let you navigate into the package and see what files are included. That might help you work out why they're so big.
Technical Lead - SQL Source Control | DLM Automation