Yes, thats the idea. Use styles as you need. Many people need DNN styles and many don't.
I am using blowery compression and all works ok, but I will review that part to see what is happening there.
A workaround for this could be adding
~/Providers/HtmlEditorProviders/DSFCKEditorProvider/DSFCKStyles.aspx
to the http compression module configuration section (You can set what pages to exclude)
Next release will include an option to set this feature by module.