Nginx + Ubuntu 9.10, gzip not functioning

So I installed and configured Nginx 0.7.62 on a new Slicehost Ubuntu 9.10 slice.

All seems to work fine with the server, except that gzip isn't working for one reason or another. I made sure that it's setting were correct in /etc/nginx/nginx.conf:

user www-data;
worker_processes 3;
error_log /var/log/nginx/error.log;
pid /var/run/nginx.pid;

events {
    worker_connections 1024;
    # multi_accept on;
}

http {
    include /etc/nginx/mime.types;
    access_log /var/log/nginx/access.log;

    sendfile on;
    #tcp_nopush on;

    keepalive_timeout 2;
    tcp_nodelay on;

    gzip on;
    gzip_comp_level 2;
    gzip_proxied any;
    gzip_types text/plain text/css application/x-javascript;
    gzip_disable "MSIE [1-6]\.";

    include /etc/nginx/conf.d/*.conf;
    include /etc/nginx/sites-enabled/*;
}

This normally wouldn't be a big deal, but gzip support could save considerable bandwidth for my site. Does anyone have any ideas of what to check, or has anyone else run into this problem?