"Compressibility" is really not that great an illustration for physical entropy. Information-theoretic entropy is not quite the same thing as physical entropy, but close enough to confuse you if you're not paying attention.
I'm going to need an example on the differences, because in so far as statistical entropy is entropy - it's ultimately describing an information function (and the lean in quantum mechanics these days is that information is describing physical properties as well - hence holography and the blackhole information paradox).
The heat-deathed universe for example would be the ultimate compressible information: 1 measurable state, across all space, for the rest of infinite time.