I'm not so sure I agree with that. Nginx is actually pretty featureful these days.
Also, I can't imagine anyone running NGINX without having access to the config file.
You configure WPS to spit out gzipped copies of each page on disk, then you configure nginx to serve gzipped pages directly whenever they are found (gzip_static and try_files).
Basically you can serve compressed pages straight off disk. And thanks to the miracle of operating system file caching, it's usually straight from memory.
However since using nginx I have done away with caching as it is so much faster than apache + caching that I don't really need it.