I would dare to bet when you compared the two, going from the battery to the large terminals resulted in a higher voltage drop?
How this happens is as the glow plugs draw ~80 amps, your battery voltage drops, slowly but it does.
So when you check battery side of the GPR, lets say you measured 12.123 volts, had you checked the other terminal EXACTLY at the same time, lets say you would measure 12.000 volts. But maybe you had to put your meter down, write down the number and now your ready to check the glow plug side and you measure 11.987 volts. Now at this time the battery has discharged some and the other side of it is actually at 12.107. This change in battery voltage will change based on battery condition, glow plug condition, and how hot the glow plugs are, as their resistance will change as they get hot, and they will draw slightly less current.
Thats one reason why its more effective to just measure the drop across it.