Ensure that you are using the Kestrel server without the IIS Integration.
Place app.UseCompressedStaticFiles(); before app.UseStaticFiles(); in Startup.Configure().
This will ensure that you application will serve pre compressed gzipped(filename.ext.gz) and brotli(filename.ext.br) compressed files if the browser supports it.
Checkout the example for setup.
This solution is based on @neyromant from the following issue dotnet/aspnetcore#1584 (comment).