Not sure if this is the situation in your case, but here's a possible stab. I hope it's informative (and correct!) anyway. :)
Depending on the look of the leaves (can't tell from your link), you might have just the tips and buds, rather than fully formed and unfurled leaves. If this is the case, this can indicate higher quality (or at least more desirable, commercially speaking) tea, and perhaps the time of year of harvest. If very young, these buds won't unfurl much (or at all).
When harvesting tea, one could pick the more mature (older) leaves further up the branch (toward the trunk of the tree), or further down toward the end of the branch (toward the newest buds), which will be smaller and more delicate. The latter (buds and smaller leaves) are "better" in various respects, and are generally more expensive in respects of harvesting, processing, etc., and correspondingly less common and more valuable.
Take a look at tea leaf grading guides; the Wikipedia article on tea grading for more on the concept. There are many more guides if you search on that term. Though usually applied to black teas, I hope it illustrates the point I'm trying to make. Grades of "FOP" ("Flowery Orange Pekoe") and higher will have some quantity of the buds; more words means "better" in some regard (Special Finest Tippy Golden Flowery... I have heard of SFTGFOP1, but I am certainly not refined enough to appreciate it). Good white teas (e.g., the picture on this page is an example of leaves that are "hairy" because the buds are just opening) sometimes have lots of buds, which won't unfurl when steeping. Again, you're talking oolong, but hopefully this illustrates the concept.
Other teas are mechanically rolled (e.g., gunpowder green tea) so the look of the leaves before steeping could be similar between buds and processed teas. Gunpowder tea (the stuff that that I get, anyway) is relatively lower quality, made from more mature leaves, which unfurl completely into large leaves after steeping.
As an aside: For good quality tea, I find using too-hot water yields less desirable tea. YMMV.
I hope you've got a great tea!