That's a limitation we have to live with for now, unfortunately. We are looking into rectifying this.
... of course, then you'll need to make sure the nginx server is properly redundant.
We're looking into jumping ship to Rackspace once they complete their move to Akamai for Cloud Files (anticipated to be finished by the end of Q1 this year). It seems like they will support the Accept-Encoding header: http://news.ycombinator.com/item?id=2097491