nginx gzip configuration is as follows:

gzip on;
gzip_min_length  1k;
gzip_buffers     4 16k;
gzip_http_version 1.0;
gzip_comp_level 2;
gzip_types       text/plain application/x-javascript application/javascript text/css application/xml;
gzip_vary on;

Test with curl or chrome

$curl -I -H "Accept-Encoding: gzip, deflate" "http://localhost/template/tpl_header.php"

HTTP/1.1 200 OK
Server: Tengine/2.1.0
Date: Sat, 05 Sep 2015 16:40:34 GMT
Content-Type: text/html
Connection: keep-alive
Vary: Accept-Encoding
X-Powered-By: PHP/5.5.27
Content-Encoding: gzip

Requesting jpg pictures is normal

curl -I -H "Accept-Encoding: gzip, deflate" "http://localhost/asset/image/common/bg.jpg"

HTTP/1.1 200 OK
Server: Tengine/2.1.0
Date: Sat, 05 Sep 2015 16:43:36 GMT
Content-Type: image/jpeg
Content-Length: 4817
Last-Modified: Sat, 15 Aug 2015 13:12:10 GMT
Connection: keep-alive
ETag: "55cf3aaa-12d1"
Expires: Mon, 05 Oct 2015 16:43:36 GMT
Cache-Control: max-age=2592000
Accept-Ranges: bytes

Is this what is the reason?

Attach compilation parameters:

./configure --prefix=/usr/local/nginx --error-log-path=/var/log/nginx/error.log --http-log-path=/var/log/nginx/access.log --conf-path=/etc/nginx/nginx.conf --with-http_stub_status_module --with-http_ssl_module --with-http_gzip_static_module --pid-path=/var/run/nginx.pid --with-cc-opt="-Wno-deprecated-declarations"