The reason for setting the header to vary by user agent is that Apache's recommended configuration for mod_deflate serves uncompressed versions of some content to Netscape 4 users. There are probably few enough Netscape 4 users now that you can just serve compressed content to all browsers that claim to support it, and not vary by user agent.
So instead of the recommended configuration:
<Location />
# Insert filter
SetOutputFilter DEFLATE
# Netscape 4.x has some problems...
BrowserMatch ^Mozilla/4 gzip-only-text/html
# Netscape 4.06-4.08 have some more problems
BrowserMatch ^Mozilla/4\.0[678] no-gzip
# MSIE masquerades as Netscape, but it is fine
BrowserMatch \bMSIE !no-gzip !gzip-only-text/html
# Don't compress images
SetEnvIfNoCase Request_URI \
\.(?:gif|jpe?g|png)$ no-gzip dont-vary
# Make sure proxies don't deliver the wrong content
Header append Vary User-Agent env=!dont-vary
</Location>
You can just have:
<Location />
# Insert filter
SetOutputFilter DEFLATE
# Don't compress images
SetEnvIfNoCase Request_URI \
\.(?:gif|jpe?g|png)$ no-gzip dont-vary
</Location>