Others have explained correctly what is happening, but may I just pick up on something you said?
...yet when you fly from high pressure to low pressure, the indicated altitude increases...
No, it doesn't. That's the danger!
The indicated altitude stays the same, assuming that you, like the rest of us, fly "level" by maintaining a constant altitude reading on your altimeter.
What happens is that you are actually descending in order to maintain that constant altitude reading, quite possibly dangerously eroding your ground clearance.
If I take off from a sea level airport, where the altimeter setting is 1025 Mb, for an IMC flight over the sea at 1,000 ft indicated, I will initially be 1,000 ft AMSL.
If then, during the course of my flight, the local pressure should gradually fall to 987 Mbs, and I do not update my altimeter setting, then, whilst appearing to maintain 1,000 ft (because that's what the altimeter is reading) I will actually be slowly descending, flying ever lower over the sea.
Eventually, I will hit the water, wondering what went wrong, because my altimeter still indicates 1,000 ft!
That is the real danger of this situation.