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Use Compression for Bulk API 2.0 Responses
Responses are compressed if the client makes a request using the Accept-Encoding header, with a value of gzip. Bulk API 2.0 compresses the response in gzip format and sends the response to the client with a Content-Encoding: gzip response header. If a request is made using the Accept-Encoding header with a value other than gzip, the encoding type is ignored, and the response isn’t compressed.
Bulk API 2.0 follows the HTTP 1.1 standards for response compression, as described in Using Compression. Most clients automatically support compressed responses. Even though you request a compressed response, the REST framework sometimes doesn’t send back the response in a compressed format. Visit https://developer.salesforce.com/page/Tools for more information on particular clients.