Using gzip with compressible static assets makes sense. Less on disk, less in memory, less on the wire.
Does Caddy look for pre-compressed files in the way that Nginx does? I.e. if there are both style.css and style.css.gz on disk, when a request comes in for style.css, the response can vary to use style.css.gz instead. This means the compression only needs to be done once (e.g. just after compiling Less/SASS files), and this happens offline before the server is involved.
The brotli support will be nice too – brotli compression is very hard on CPU and memory compared to gzip, so having the server do it on the fly is a bad idea.