I tether often, and I don't notice this on pages loaded on the tethered PC. It must be a forced proxy they have set up in the stock browser?
It doesn't matter if you're using the stock browser or not. In the past you used to be able to switch to a different APN (internet2.voicestream.com, internet3.voicestream.com) and avoid the compression. I've heard that modifying the headers with a Firefox addon get's around the issue but I haven't tried it. I personally connect to my router at home via PPTP on my android to get around the compression. If you're curious if your carrier is molesting your images, download the same image over cellular and wifi and compare the size of the two.
They are relatively good but absolutely terrible. -- Alan Kay, commenting on Apollos