Also, a plugin would in theory be possible to compress files as the user however you want. Plugins run as the user, so it takes a certain degree of any security issues out of the picture.
That's why I don't like forums for help ;-) I knew, there's an option, because I've found it some time ago by accident, and now I've spent 30 minutes to find it again. @rvn2k There's an option for this: https://www.directadmin.com/features.php?id=1220