Why might PM2.5 concentration increase or stay the same when SO2 is reduced?
Your research is correct: increasing $\ce{SO2}$ concentration increases $\mathrm{PM_{2.5}}$ concentration.  Gaseous $\ce{SO2}$ is photochemically oxidized to $\ce{SO3}$ which becomes sulfuric acid on contact with water vapor. This is the process for producing the atmosphere's finest aerosols, as they grow from aggregates of a few molecules.  

Your final sentence is also correct: decreasing $\ce{SO2}$ concentration decreases $\mathrm{PM_{2.5}}$ concentration. The logic here is simply the reverse of that for the first statement (that increasing $\ce{SO2}$ concentration increases $\mathrm{PM_{2.5}}$).  

Although the overwhelming source of atmospheric aerosols is salt particles from dried ocean spray, and there are other sources like dust storms, these produce much larger particles than those produced by the oxidation of $\ce{SO2}$. So, in a pristine ocean environment far from natural or anthropogenic $\ce{SO2}$ sources for example, you may have more larger aerosols than would be found nearer to $\ce{SO2}$ sources, so that the total particulate matter would be greater in such a region of low $\ce{SO2}$. But, the $\mathrm{PM_{2.5}}$ portion would be very low such that $\mathrm{PM_{2.5}}$ would still be decreased in this region of low $\ce{SO2}$ emission.  

For the reasons stated above, the answer to your title question is that there is no significant process by which $\mathrm{PM_{2.5}}$ would increase or stay the same when $\ce{SO2}$ concentrations are reduced.