What does this mean?
The smaller the files needed to load a web page, the faster the complete page can be loaded.
What to do?
You need to change this. However, as this task may be challenging or restricted on your CMS, we suggest you send this task to your developers.
For more information, see this article: https://betterexplained.com/articles/how-to-optimize-your-site-with-gzip-compression/