Hi, @zhjngli. Not all files can be compressed. This is a fundamental truth of data compression. There is an explanation here:
To summarize, files which don’t compress when compression is attempted, are not modified. In other words, if “compressing” will only make the file bigger (and, yes, that is what is happening) we won’t attempt to compress it.
Don’t believe me? Well, how about some proof! 
$ curl -o font.woff2 'https://zhjngli.com/fonts/hind-madurai-v6-latin-300.woff2' --compressed
$ ls -l font.woff2
-rw-r--r-- 1 luke staff 14040 Jan 31 18:38 font.woff2
$ brotli font.woff2
$ ls -l font*
-rw-r--r-- 1 luke staff 14040 Jan 31 18:38 font.woff2
-rw-r--r-- 1 luke staff 14045 Jan 31 18:38 font.woff2.br
The brotli compressed file is five bytes larger. (Which, again, is actually completely normal and expected behavior in the science of data compression.) The original font file size is 14040 and it is 14045 after compression with brotli.
Again, not all files can benefit from compressions (precisely because they are already highly compressed files). If that is the case, we won’t compress it.
If there are other questions or concerns, please let us know.