Hi Jian,
When you set the compression to "Off", more data needs to be transferred from the server to client each time when there is a request from the client. This will affect the overall performance and also increase your network traffic
The magnitude of the issues mentioned above depends on your environment. Use some tool like Fiddler and try finding the metrics when you toggle between compression on and off.
On the other hand, can you please brief more about the vulnerability ?
Regards,
Naras