OK, apparently mod_gzip is for older apache and mod_deflate is used for apache2. Mod_deflate is enabled by default, but i suppose it is only configured to compress certain directories, like a client website /var/www/clientx.
So the question now is how to enable compression for other directories like my roundcube directory which is in /usr/share/roundcubemail?
My server is set up only as a mailserver currently, and I have the default page pulling up webmail login. So if someone goes to http://webmail.domain.com
it goes to the login. I actually have no domains or sites set up other than the default. It is pointed to roundcube by a simple softlink in /var/www/.
index.php -> /usr/share/roundcubemail
webmail -> /usr/share/roundcubemail
I am thinking this is why the pagespeed analysis tells me that compression is not enabled. Because my roundcube directory is outside of the normal path.
Now I just need to figure out where to modify that path.