Thanks Thomas for your reply.
I've redone the test by explicitly supplying the proxy, and indeed it seems to remove the Accept-encoding header, as even with --compressed option, the response is now uncompressed:
M:>curl --compressed -v -x wsg-proxy.example.org:80 http://example.org/resource/style/global.css
* About to connect() to proxy wsg-proxy.example.org port 80 (#0)
* Trying 10.101.128.15... connected
* Connected to wsg-proxy.oecd.org (10.101.128.15) port 80 (#0)
> GET http://example.org/resource/style/global.css HTTP/1.1
> User-Agent: curl/7.19.7 (i386-pc-win32) libcurl/7.19.7 OpenSSL/0.9.8l zlib/1.2.3
> Host: example.org
> Accept: */*
> Accept-Encoding: deflate, gzip
> Proxy-Connection: Keep-Alive
>
< HTTP/1.1 200 OK
< Server: nginx
< Date: Sat, 14 May 2011 21:46:49 GMT
< Content-Type: text/css
< Vary: Accept-Encoding
< Last-Modified: Fri, 13 May 2011 16:00:36 GMT
< Expires: Thu, 31 Dec 2037 23:55:55 GMT
< Cache-Control: max-age=315360000
< Content-Length: 43345
< Age: 0
< Via: 1.1 localhost.localdomain
So, it looks like I have to talk to my company's IT people ... Thanks for your help.
Jakob.