Compression will be very useful for some specific transactions, but for most it will not, so it is not worth it.
If you ever tried compressing entire blockchain, you will quickly see why. It takes a lot of time and it results not so impressive decrease in size, not even half the original size.

Transactions use a lot of cryptography and in good cryptography results are most often very random looking.
This goes for signatures,keys, etc. It just tends not to be very secure if there is a pattern.