nginx gzip enabled but not not gzipping

I have gzip enabled on nginx 1.2.8, but for some reason, it is not gzipping anything.

Nginx install info:

nginx version: nginx/1.2.8
built by gcc 4.7.2 (Ubuntu/Linaro 4.7.2-2ubuntu1) 
TLS SNI support enabled
configure arguments: --prefix=/usr/local/nginx-1.2.8 --with-http_ssl_module --with-http_realip_module --with-http_gzip_static_module --with-pcre --conf-path=/etc/nginx/nginx.conf --add-module=../headers-more-nginx-module-0.19rc1

Config:

user  www-user;
worker_processes  1;

events {
    worker_connections  1024;
}

http {
    include mime.types;
    default_type  application/octet-stream;
    client_max_body_size 10M;

    sendfile        on;
    keepalive_timeout  65;

    more_clear_headers "Server";

    gzip  on;
    gzip_types text/plain text/css application/json application/javascript application/x-javascript text/javascript text/xml application/xml application/rss+xml application/atom+xml application/rdf+xml;

    server {
        server_name test.com;
        root   /www;
        index index.php index.html index.htm;

        listen       80  default_server;

        rewrite ^/(.*)/$ /$1 permanent; #remove trailing slash

        #charset koi8-r;

        #access_log  logs/host.access.log  main;

        include      general/*.conf;

        #error_page  404              /404.html;

        # redirect server error pages to the static page /50x.html
        #
        error_page   500 502 503 504  /50x.html;
        location = /50x.html {
            root   html;
        }

        location ~ \.php$ {

    fastcgi_intercept_errors on;

    fastcgi_pass   unix:/run/php/php-fpm.sock;

    fastcgi_index index.php;

    fastcgi_param  SCRIPT_FILENAME  $document_root$fastcgi_script_name;

    include        fastcgi_params;

        }
    }
}

I am trying to send a simple static css file. In my nginx config, text/css is included in gzip_types.

When I attempt to get the file using Firefox, fiddler shows that the received content is not gziped:

Request Headers:

GET http://test.com/test.css HTTP/1.1
Host: nextdreamtest2.com
User-Agent: Mozilla/5.0 (Windows NT 6.2; WOW64; rv:20.0) Gecko/20100101 Firefox/20.0
Accept: text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8
Accept-Language: en-gb,en;q=0.5
Accept-Encoding: gzip, deflate
Cookie: __utma=237624223.1052931239.1362029000.1365467381.1365469205.16; __utmz=237624223.1362029000.1.1.utmccn=(direct)|utmcsr=(direct)|utmcmd=(none); __utmc=237624223; __utmb=237624223
Proxy-Authorization: Basic cHJveHk6RTRRWlNlY0JLU3o0OFh4cWpLNkg=
Connection: keep-alive
Pragma: no-cache
Cache-Control: no-cache

Response headers:

HTTP/1.1 200 OK
Date: Tue, 09 Apr 2013 01:35:07 GMT
Content-Type: text/css
Last-Modified: Thu, 31 May 2012 08:50:00 GMT
Connection: keep-alive
Content-Length: 1688

Note that there is no Content-Encoding: gzip header even though gzip is enabled on the server, and the content-type is one that is configured to be gzipped.

After more investigation, I am even more baffled now. I tried FireFox 20.0 on the machine nginx is running on (Ubuntu 12.10), and the files are gzipped correctly:

Connection  keep-alive
Content-Encoding    gzip <------------------------------
Content-Type    text/html
Date    Tue, 09 Apr 2013 04:23:08 GMT
Set-Cookie  200ceb26807d6bf99fd6f4f0d1ca54d4=7hjir1h44g3dq8hlsihdsrn9v5; path=/; HttpOnly
Transfer-Encoding   chunked  <---------------------

However, if I try IE10, FireFox 20 and Chrome 26 and also Fiddler to inspect the headers on my Windows 8 machine to access the server, the response is never gzipped!

Connection  keep-alive
Content-Length  2192 <------------------
Content-Type    text/html
Date    Tue, 09 Apr 2013 04:27:16 GMT

This is incredibly odd, as I do not see anything in my nginx.conf that would discriminate against Windows 8 Machines.

What could be causing this?