Is your feature request related to a problem? Please describe.
It's frustrating there's no option to turn off decompress. There are situations where you want to do this. Ex: having a service that collects data, but doesn't analyze it. which then passes to another service immediately/eventually.

While data is waiting or in traffic to next stop, it should stay compressed. The difference in byte size is huge (for me, 60MB vs 1-2MB).

Describe the solution you'd like
Add an option to the request to not automatically decompress for me. I'm a big boy, I can handle it myself later.

Describe alternatives you've considered
There are none except user another lib or write own http req (which is ridiculous just to turn off a auto feature).

I can submit a PR if no one else wants to do it (it's not hard to add). But let me know how you'd like the option to be passed in? An extra options key? axios({ url: ..., method: ..., decompress: false }) , or adding option to an existing option?