[Performance] Gzip is not working

When I enable Performance an any site, I get this error "Gzip is not working properly:

- Your server may not have the "deflate" module enabled (mod_deflate for Apache, ngx_http_gzip_module for NGINX).
- Contact your host. If deflate is enabled, ask why all .htaccess or nginx.conf compression rules are not being applied.
If re-checking and restarting does not resolve, please check with your host or open a support ticket with us."
I tried the .htaccess method. The code was already there, deleted/copied anyway but no luck. My WHM says:
"mod_deflate Installed
2.4.34-1.1.1.cpanel Unaffected
Compression filter module for the Apache HTTP server"
Via the cPanel of this johndriscoll.com site I optimized and got this
"Website optimization preferences updated. Content compression is now enabled.
Content compression is now enabled for all content."
Yet my GZIP Compression section in the WPMU dashboard for johndriscoll.com still says "Gzip is not working properly:

- Your server may not have the "deflate" module enabled (mod_deflate for Apache, ngx_http_gzip_module for NGINX).
- Contact your host. If deflate is enabled, ask why all .htaccess or nginx.conf compression rules are not being applied." even after "re-checking".
Help?