Your CDN is not compressing certain files that they should do by default.
Maybe there is a setting turning compression on or off. Make sure it is turned on. MOST CDNs also allow you to control compression by file type (i.e. MIME type) so things that are already compressed, like JPEG pictures, will not be compressed twice.
So you need to call up your CDN and say:
Hey, my files are not compressed (gripped in tech lingo). What should i do to turn on compression?