There would be the real-time decompression overhead. This is not a big deal in a first place and most sites have only a very small percentage of users utilizing browsers that are either to old to support it or have broken support and thus requiring plain-text content.
Hi Ilia,
A lot of Windows 'firewall' packages such as ZoneAlarm, hash out the accepts: gzip, they do this I can only presume to make monitoring your activities easier. if you have privacy options enabled they will remove your ability to accept gzip. I've tested this out on a number of machines and tried to talk to ZoneLabs about it. You will not be surprised to hear they removed my question from their forums.
For the purpose of this reply I have added gzip logging to my site. My quick results (5 minutes, picking one page on the site) show
74 visitors, 16 have NO_ACCEPT all of which where Windows machines. Food for thought.
Btw, FUDforum rocks and it was it loading slowly in my mates house which brought this to my attention. I just couldn't belive that FUDforum was slow
The reason why they've removed it is because they process each page being loaded and "filtering" would be quite slow if they had to deal with decompression. That's the only "reasonable" excuse I can think of.