Wedding dresses do usually come up a bit on the small size and there are a couple of very good reasons for this.
First of all, there is (often) less of a difference in inches between sizes of bridal dresses than there are between high street sizes. This helps to ensure a better fit in many cases. This is why you generally find that the smaller sizes are far closer in size, whereas as you go up the sizes, the discrepancy gets bigger an bigger as the difference in inches becomes greater.
Secondly, bridal dresses aren't usually stretchy, whereas most high street clothes are either stretchy or cut on the bias. This is done so that they (high street) fit well regardless of a persons shape. Very, very few women actually fit perfectly into a single size. But with a bit of "give" in the fabric, a woman with (for example) a size 14 bust, 14 waist, and 16 hips can fit into a size 14 dress from the high street. However, this doesn't work with a bridal dress as the fabric doesn't have that give. In this example, a size 16 dress would be required, to ensure a good fit over the hips, with the rest of the dress needing to be taken in.
Also, and I really hate to say this, but unfortunately it is very much the truth! LOTS of women actually don't wear the correct size of clothing. Again, due to the stretch in most high street fabrics, we can get away with wearing at least a size smaller than we really should (and often a lot more!). This means that when it comes to bridal dresses its a shock to see what size we actually measure!
There is also quite a bit of difference between manufacturers sizing in bridal just like there is on the high street. For example, I can easily wear a sz 10 jeans in next (well - pre-pregnancy I could!), but in Jane Norman I need at least a 14, and am far better in a 16 as they come up so small. Personally I couldn't care less if the label says 16 as long as the clothes look good Its not like i'm going to walk around with the label hanging out! Incidentally, in one of the bridal manufacturers we stocked, I meansured a size 18 because of my hips! lol.