This is because all exotic weapons/gear have a legendary mod on them that grants +5 power. When you infuse it to a piece of gear that does not have a legendary mod, the item will be -5 power compared to the infusion fuel item. You can purchase legendary mods from the gunsmith when you hit 280.
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Thank you very much! But how can I level up then? I can only use 2 exotics so the rest legendarys are stuck at 266 (only milestones and nightfall better)
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Best way to level up is to finish all your milestones. They will grant you luminous (powerful) engrams, which will be higher than your base** power level. Also, as your power goes up, all drops (blues, legendary and exotic engrams) will also go up a notch, so you'll be able to equip/infuse them to level up. **Your base power level is you level without legendary mods.