how to enable Gzip Compression for Excel xmla requests? (MSOLAP and HTTP)

Hi, I really don't know in which Category I should post this Question : Please feel free to move it in case it needs.  Thanks for your comprehension.

Hello,

I'm using an xmla server which answers correctly with GZIP compression to http request when using a web browser.

(http://192.168.1.207:8282/icCube/xmla)

When using excel to query on the same (local) server thru MSOLAP.6, everything works correctly, but there is no GZIP compression. (no compression at all)

I tried to add

Transport Compression=gzip

to my connection string as mentionned here : https://docs.microsoft.com/en-us/sql/analysis-services/instances/connection-string-properties-analysis-services?view=sql-server-2017

<odc:ConnectionString>Provider=MSOLAP.6;Persist Security Info=True;User ID=admin;Data Source=http://192.168.1.207:8282/icCube/xmla;Initial Catalog=Sales;MDX Missing Member Mode=Ignore;Protocol Format=XML;Transport Compression=gzip</odc:ConnectionString>

but, doing this, I get the following error while tring to connect (Failed to initialize data source)

Is it Excel which does not manage compression (GZIP or other) with http requests ?

Is it the connector ?  (I use Provider=MSOLAP.6) 

As a workaround, can we imagine to intercept http requests and (mostly) their responses using VBA ? in that case, I could receive compressed data, and decompress them "on the fly"...

Thanks in advance for your answers, ideas, advices.

Bertrand.