With only having limited information about your personal tax situation here is an explanation of a few reasons your refund may go down whenever you enter business income and business expenses.
Whenever you enter business income you are subject to self-employment taxes. Self-employment tax is 15.3% (which consist of the 12.4% of Social Security tax plus the 2.9% of Medicare tax). If you are reporting a profit with your business then self-employment taxes can reduce your anticipated refund. If your business expenses are more than your business income and you are reporting a loss with your business then this can affect certain "income" based credits such as earned income credit.