Netlify already gzips files transparently.
However, it would be excellent if Netlify supported serving of precompressed files if present. The reason is that you can often gain a 3-8% savings by using the zopfli algorithm for gzipping, which is fairly CPU intensive and should be done in the build step rather than on a per-request basis.
The same goes for supporting brotli. Dropping a /static/my.js.gz or a /static/my.js.br could transparently serve the right format if requested.