Why didn't primary file size change after moving large table to new file group?
Once you move data out of a filegroup on SQL Server, you must run a DBCC SHRINKFILE command to reclaim that physical space.

The official documentation has all you need to know about this, but the general technique is as follows (this example is from the documentation, unedited).

USE AdventureWorks2012;  
GO  
-- Truncate the log by changing the database recovery model to SIMPLE.  
ALTER DATABASE AdventureWorks2012  
SET RECOVERY SIMPLE;  
GO  
-- Shrink the truncated log file to 1 MB.  
DBCC SHRINKFILE (AdventureWorks2012_Log, 1);  
GO  
-- Reset the database recovery model.  
ALTER DATABASE AdventureWorks2012  
SET RECOVERY FULL;  
GO 


Note that this example assumes your database is called AdventureWorks2012. You'll have to substitute in the logical name for the file and database.

The recovery model change in the above example must be preceded and followed by appropriate backups. Make sure your backups are well-tested, and stored in a secure off-site location as well. While this particular command shouldn't cause any corruption, backups are critical.