Yes, but this is not quite the same as my feature request. Compressed files are smaller, and people could host larger lists without splitting them and better compression than libz is available (and it wouldn't be much of a problem to support a wide variety of compression algorithms (lzma, gzip, bz2, rar, zip), with lzma being preferred for plain text.
root@lxc-pihole:~/test# time lzma -e -z ultimate.txt
real0m10.338s
user0m10.134s
sys0m0.188s
root@lxc-pihole:~/test# ls -lh
total 2.6M
-rw-r--r-- 1 root root 2.6M Aug 7 09:08 ultimate.txt.lzma
root@lxc-pihole:~/test# time lzma -d ultimate.txt.lzma
real0m0.442s
user0m0.419s
sys0m0.021s
root@lxc-pihole:~/test# ls -lh
total 11M
-rw-r--r-- 1 root root 11M Aug 7 09:08 ultimate.txt
Yes, compressing this takes time, decompression time however is not an issue - and the ratio being 11M to 2.6M - which could solve a lot of issues esp. for people hosting stuff on github.
I guess you'd primarily have to evaluate this with list maintainers.
If you'd store and serve compressed files, you would force any user (producers and consumer) to download the compressed archive completely before being able to inspect or amend its contents, and you'd potentially deprive any server-side compression measures of being applied effectively.