Why does Nginx disable gzip when setting User-Agent?

Question

Nginx

There is nginx living in the nginx-alpine docker container.

# gzip.conf
gzip on;
gzip_disable "msie6";
gzip_vary on;
gzip_proxied any;
gzip_comp_level 5;
gzip_buffers 16 8k;
gzip_http_version 1.0;
gzip_min_length 10;
gzip_types text/plain text/css application/json application/x-javascript application/javascript text/xml application/xml application/rss+xml text/javascript image/svg+xml application/vnd.ms-fontobject application/x-font-ttf font/opentype;

Everything seems to be standard. Tried to play with different values: the result is the same. Gzip is disabled in the browser.
I take the request emulator and make a request without the User-Agent header:

Cache-Control: max-age=0
Connection: keep-alive
Content-Encoding: gzip
Content-Type: text/plain
Date: Fri, 02 Jun 2017 14:16:44 GMT
Etag: W/"59316a61-25a"
Expires: Fri, 02 Jun 2017 14:16:44 GMT
Last-Modified: Fri, 02 Jun 2017 13:38:41 GMT
Server: nginx
Transfer-Encoding: chunked
Vary: Accept-Encoding

As you can see, Content-Encoding is in place. But if I add the User-Agent header, it disappears:

Cache-Control: max-age=0
Connection: keep-alive
Content-Type: text/plain
Date: Fri, 02 Jun 2017 14:17:21 GMT
Etag: W/"59316a61-25a"
Expires: Fri, 02 Jun 2017 14:17:21 GMT
Last-Modified: Fri, 02 Jun 2017 13:38:41 GMT
Server: nginx
Transfer-Encoding: chunked
Vary: Accept-Encoding

What kind of magic is this? Maybe I misconfigured something? It seems that this is not the first time I turn on gzip, but I see this behavior for the first time.