Proxy servers and anti-virus software can disable compression when files are downloaded to a client machine. PageSpeed Insights' results are based on headers that were actually returned to your client, so if you are running the analysis on a client machine that is using such anti-virus software, or that sits behind an intermediate proxy server (many proxies are transparent, and you may not even be aware of a proxy intervening between your client and web server), they may be the cause of this issue.