It's all fun and games until we realize our web designers put a four megabyte jpeg on the index page.
2. Most requests and many responses are all or mostly headers.
3. Intermediaries.
4. Header compression is at the protocol level; if it's done wrong, the best js/css/whatever policy can't do anything to improve it.
We have a tendency to focus on page size but what really matters is the user experience.
For all the advice of putting making sure the first 15KB of a page counts, inlining critical styles etc., it that response has 4KB of headers e.g. large cookies, then all of a sudden you've got 11KB!